问题如下图:
选项:
A.
B.
C.
解释:
老师,金融计算器里, 按照按法,r就是相关性,这里r全称是什么呀? 还有r的上一个, b代表的是什么呢? 显示和r是同一个结果。
NO.PZ2015121801000067问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.这里的outcome所指是各资产每次取样各自的标准差么?
NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 是不是离0越远,说明两组资产的差异越大?
NO.PZ2015121801000067问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.x1 y1 x2 y2 x3y3
NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 请问老师这是在考察哪个知识点呀?能系统解答一下吗?
NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 计算器怎么按? 按哪几个数据?