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Lay You Lum · 2020年10月11日

问一道题:NO.PZ2015121801000066

问题如下:

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

Which pair of assets is perfectly negatively correlated?

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.

Asset 2 and Asset 3 have returns that are the same for Outcome 2, but the exact opposite returns for Outcome 1 and Outcome 3; therefore, because they move in opposite directions at the same magnitude, they are perfectly negatively correlated.

这个题目如果列式子求相关系数怎么求呢?

1 个答案

丹丹_品职答疑助手 · 2020年10月11日

嗨,爱思考的PZer你好:


同学你好,这个题目给的条件不够,我们是没办法求解的。包括看下题目的问法,题目也只问了相关系数是正还是负,本身也是不要求求解的


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