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谷正凯Karen · 2020年02月08日

问一道题:NO.PZ2019012201000066 [ CFA III ]

问的是proportion,最后不用除total portfolio variance么

3 个答案

伯恩_品职助教 · 2022年01月19日

嗨,爱思考的PZer你好:




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虽然现在很辛苦,但努力过的感觉真的很好,加油!

伯恩_品职助教 · 2021年11月08日

嗨,爱思考的PZer你好:


同学你好,协会对这个题已经做勘误了。问什么答什么就行

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加油吧,让我们一起遇见更好的自己!

滴滴姐姐~ · 2022年01月19日

勘误成啥了?

maggie_品职助教 · 2020年02月09日

你的提问非常好,我看了原版书的原文和例题的问法也是很矛盾的,总结了下规律:

1、看选项,如果ABC是百分比,那么就计算占比,如果是小数就不用再计算占比了

2、如果题干出现“contributed by“,想这道题就直接计算绝对数字,如果题干出现“ is explained by ”就是计算占比。

Louis · 2021年11月08日

如果是算百分比,考试真的会不给portfolio variance,让我们算9项之和么?

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