问题如下:
If a portfolio has 80 securities, the number of covariances that should be estimated is
选项:
A.
6,320.
B.
6,400
C.
3,160
D.
80.
解释:
C is correct. 3,160.
If there are N different securities, then the number of correlations equals N(N - 1 )/2
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