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Erwin · 2020年08月30日

问一道题：NO.PZ2015121801000067

  1. CFA I
  2. Portfolio

问题如下：

An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:

If the analyst constructs two-asset portfolios that are equally-weighted, which pair of assets has the lowest expected standard deviation?

选项：

A.

Asset 1 and Asset 2.

B.

Asset 1 and Asset 3.

C.

Asset 2 and Asset 3.

解释：

C  is correct.

An equally weighted portfolio of Asset 2 and Asset 3 will have the lowest portfolio standard deviation, because for each outcome, the portfolio has the same expected return (they are perfectly negatively correlated).

23，13都可以用计算器算出来，为什么12算的时候就是Error

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2 个答案

丹丹_品职答疑助手 · 2020年10月07日

同学你好，这个是处理电脑的历史数据，建议百度一下？好像不同的浏览器不同的版本结果不一样，我这边点右上方菜单栏就有清除的功能，同学你看下

丹丹_品职答疑助手 · 2020年08月30日

嗨，爱思考的PZer你好：


同学你好，先清除下历史数据再试试


-------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！


larm1989 · 2020年10月05日

请问清除历史数据应该按那几个键阿

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