问题如下:
What is the correlation between the two securities if the standard deviation of the portfolio is 27%?
选项:
A.-1
B.0
C.+1
解释:
C is correct.
We can use the method of exclusion to calculate when,
如果相关程度为0,这个组合标准差是多少?
NO.PZ2018070201000043 问题如下 Whis the correlation between the two securities if the stanrviation of the portfolio is 27%? A.-1 B.0 C.+1 C is correct.We cuse the methoof exclusion to calculate when ρ=1, ω1σ1+ω2σ2=0.4*0.3+0.6*0.25=0.27 为什么不是用这个公式计算呀?
NO.PZ2018070201000043 问题如下 Whis the correlation between the two securities if the stanrviation of the portfolio is 27%? A.-1 B.0 C.+1 C is correct.We cuse the methoof exclusion to calculate when ρ=1, ω1σ1+ω2σ2=0.4*0.3+0.6*0.25=0.27 老师,我算出来的是这个?我这个哪里错了?请问解析那个是怎么退出来的
NO.PZ2018070201000043 问题如下 Whis the correlation between the two securities if the stanrviation of the portfolio is 27%? A.-1 B.0 C.+1 C is correct.We cuse the methoof exclusion to calculate when ρ=1, ω1σ1+ω2σ2=0.4*0.3+0.6*0.25=0.27 如上
NO.PZ2018070201000043 0 +1 C is correct. We cuse the methoof exclusion to calculate when ρ=1, ω1σ1+ω2σ2=0.4*0.3+0.6*0.25=0.27 我画框框的是我的计算过程,请老师详细给我讲解下哈
NO.PZ2018070201000043 就问组合标准等于%27什么条件都不给问correlation是多少?????我什么都看不到0,4~0,3~这些数据答案解析里面的数据怎么来的??????