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凡尘白骑士 · 2020年01月26日

问一道题:NO.PZ2018070201000040

问题如下:

The variance of an equally weighted portfolio is least likely to be impacted by which asset characteristics according to the capital market theory.

选项:

A.

Return of the asset.

B.

Variance of the asset.

C.

Correlation of the asset with the other assets in the portfolio.

解释:

A is correct.

When calculate the variance of one portfolio, the asset variance, correlation of the asset with others and weighting is needed. Return is not used in variance calculation.

请问老师:capital market theory.指的是什么?

1 个答案

🐳Sakura · 2020年01月27日

CML,capital market line