问题如下:
For a portfolio including four securities, how many distinct covariance terms are needed to compute the portfolio variance of return?
选项:
A.6
B.12
C.4
解释:
A is correct. For four securities, there are 4*(4-1)/2=6 distinct covariance terms to estimate.
老师您好,在您给别的同学的解题思路中我还是不理解4C2中的C指代的是什么呢?麻烦您了