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一颗自然卷 · 2019年03月04日

问一道题:NO.PZ2015121801000067

问题如下图:

    

选项:

A.

B.

C.

解释:


为什么完全负相关可得出该组合有最低的标准差?

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2019年03月05日

根据求组合标准差的公式,ρ越小,σ越小。ρ最小取-1,此时组合的标准差最小。

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