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joema · 2017年07月19日

问一道题:NO.PZ2015121801000068

问题如下图:
    
选项:
A. 
B. 
C. 
解释:对这道题的答题思路不是很清楚,是需要通过具体计算求标准差和协方差吗?是否有巧妙的方法,谢谢!


1 个答案

源_品职助教 · 2017年07月20日

是通过计算器中的“7.8”第二功能键求得两两资产间的相关系数ρ,相关系数最大的那两组资产的风险分散化程度就最小。


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