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yk504 · 2017年05月01日

问一道题:NO.PZ2015121801000068

问题如下图:

    

选项:

A.

B.

C.

此题如何解答,没有看懂

2 个答案
已采纳答案

源_品职助教 · 2017年05月01日


1,2 的相关系数为0.5, 

2,3的相关系数为-1,

1,3的相关系数为-0.5

所以1,2是最正相关的,所以分散化减少RISK的效果最差。



vicky · 2017年07月16日

请问怎么算出的相关系数?

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