问题如下:
To achieve after-tax portfolio optimization, which of the following inputs can be used without tax-adjustment?
选项:
A.
expected return
B.
correlation of returns
C.
standard deviation of returns
解释:
B is correct.
考点:after-tax portfolio optimization
解析: Expected return和standard deviation都需要调整,公式如下:
有无税收不影响资产之间的correlation。
能讲一下这道题吗?不太懂这个问的什么意思