kevinzhu · 2020年03月17日
问题如下：
Which of the following statements is most accurate? If the covariance of returns between two assets is 0.0023, then:
选项：
A.the assets’ risk is near zero.
B.the asset returns are unrelated.
C.the asset returns have a positive relationship.
解释：
C is correct.
The covariance of returns is positive when the returns on both assets tend to be on the same side (above or below) their expected values at the same time
选项A如何解释？ 线性关系非常的弱diversification benefits应该很强吧？
NO.PZ2017092702000074问题如下Whiof the following statements is most accurate? If the covarianof returns between two assets is 0.0023, then:A.the assets’ risk is nezero. B.the asset returns are unrelateC.the asset returns have a positive relationship. C is correct.The covarianof returns is positive when the returns on both assets tento on the same si (above or below) their expectevalues the same time尽管本题cov非常小，但是只要是大于0，都可以说是positive relationship，只是这个线性关系非常的弱。 如果cov小于零，也不能说明两者没有线性关系吧？
NO.PZ2017092702000074问题如下Whiof the following statements is most accurate? If the covarianof returns between two assets is 0.0023, then:A.the assets’ risk is nezero. B.the asset returns are unrelateC.the asset returns have a positive relationship. C is correct.The covarianof returns is positive when the returns on both assets tento on the same si (above or below) their expectevalues the same time尽管本题cov非常小，但是只要是大于0，都可以说是positive relationship，只是这个线性关系非常的弱。 老师您好，cov越大，代表两个变量的线性关系越强吗
请问一下，这个cov=0.0023约等于0，不是说明这两个assets基本上无关联吗？所以可以选b？谢谢！
