4.8%是什么公式求出来的？问一道题：NO.PZ2015121802000031 [ CFA I ]-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2015121802000031 问题如下 portfolio is constructe65% on risky assets with expectereturn of 12% anstanrviation of 10.15%, an35% on risk-free assets with a 3% return. Whis the expectereturn anstanrviation of his portfolio? ExpectereturnStanrviation A.6.25%5.56% B.8.85%6.60% C.10.25%8.90% B is correct.Expectereturn: (0.65 x 0.12) + (0.35 x 0.03) = 0.0885, or 8.85%.Stanrviation: 0.65 x 0.1015 = 0.0660, or 6.60%.

2024-03-26 10:09 1 · 回答

NO.PZ2015121802000031 问题如下 portfolio is constructe65% on risky assets with expectereturn of 12% anstanrviation of 10.15%, an35% on risk-free assets with a 3% return. Whis the expectereturn anstanrviation of his portfolio? ExpectereturnStanrviation A.6.25%5.56% B.8.85%6.60% C.10.25%8.90% B is correct.Expectereturn: (0.65 x 0.12) + (0.35 x 0.03) = 0.0885, or 8.85%.Stanrviation: 0.65 x 0.1015 = 0.0660, or 6.60%. 老师，这个是用CML的公式吗？我代入方程之后有两个未知数，求不出来

2022-12-10 07:11 1 · 回答

Stanrviation: 0.65 x 0.1015不明白，为何要如此计算？

2020-01-13 22:32 2 · 回答

无风险资产的标准差未给出，默认为零？组合标准差答案给出的解法不是很理解，麻烦老师一下。

2019-06-10 22:47 1 · 回答

请问老师求标准差，还需要再乘以65%的权重？题干中不是已经给了标准差是10.15%了？不太明白

2018-09-25 17:24 1 · 回答

4.8%是什么公式求出来的？问一道题：NO.PZ2015121802000031 [ CFA I ]

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