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欲溺之鱼 · 2017年11月11日

问一道题:NO.PZ2015121801000067 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

asset1 and asst2 is not perfectly nagatively correlated? 1
1 个答案

源_品职助教 · 2017年11月11日

这题可以用用计算器7,8数字的第二功能键算得每两两资产间的相关系数ρ,然后做下比较选择数值最小的即可。

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