武斌 · 2020年08月17日
问题如下：
The variances of Stock A and Stock B are 0.25 and 0.64 respectively, and the correlation between two securities is 0.09. What is the covariance of returns?
选项：
A. 0.036.
B. 0.0144.
C. 0.048.
解释：
A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036
不是相加吗 记得公式里面
NO.PZ2018062016000067 问题如下 The variances of StoA anStoB are 0.25 an0.64 respectively, anthe correlation between two securities is 0.09. Whis the covarianof returns? A.0.036. B.0.0144. C.0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036 請問爲何要有個0.5次方，不是三個數直接相稱，我記得之前有道題是三個數直接相乘的，謝謝，
NO.PZ2018062016000067 0.0144. 0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036 Covariance, variance, stanrviation 他们到底是什么关系
NO.PZ2018062016000067问题如下The variances of StoA anStoB are 0.25 an0.64 respectively, anthe correlation between two securities is 0.09. Whis the covarianof returns? A.0.036. B.0.0144. C.0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036在note上没有看到这个题应用的公式
0.0144. 0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036为什么不写开根号，而要写0.5次方，虽然意思都一样。但是我觉得开更号表达的关系更一目了然些，0.5次方，还要转个弯。
