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.
我看到之前的解答里,最近的说相关系数没办法求出来,只能定性判断,另外的解答里又给了求解相关系数以及怎么按计算器的答案,请问到底以哪个为准?能否统一一下?