开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

施敏 · 2021年03月11日

你好

  1. CFA I
  2. Portfolio

NO.PZ2018070201000067

问题如下：

The return projections have been made by Eunice. an analyst from an investment company, for each of the assets with the same probability of occurrence, which combination of two equally-weighted assets has lowest diversification effect?

选项：

A.

Asset A and Asset C.

B.

Asset B and Asset C.

C.

Asset A and Asset B.

解释：

C is correct.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.

你好，我发现每个资产的4个收益率数字是一样的，都是一个20，两个10，一个0。三组相同数据之间相关度会不同吗？4个收益率出现的前后顺序有影响吗？
添加评论
1 个答案

丹丹_品职答疑助手 · 2021年03月12日

嗨，努力学习的PZer你好：


同学你好，两组数据之间数值和相互变动也是不同的，相关系数会起作用。可以按计算器求解。

也可以根据譬如a和c从没有同时达到最大值体会其相关系数肯定不是1，即双方变动并不是一起的

----------------------------------------------
努力的时光都是限量版，加油！

  • 1

    回答

  • 0

    关注

  • 414

    浏览
相关问题

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 表格含义是什么，如何使用计算器计算，解题思路是怎样的

2024-08-11 12:02 1 · 回答

NO.PZ2018070201000067问题如下The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset C.B.Asset B anAsset C.C.Asset A anAsset B.C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. AB和AC的correlation分别是0.5和-0.5，为什么选AB？和他们方向相关吗？怎么理解

2024-05-22 06:59 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. RT

2024-03-17 21:25 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 依照ta的计算器规则，在调动2nSTAT的时候页面只出现ln,再翻页的话就是error2，请问操作有什么问题吗？谢谢

2023-12-07 13:34 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 完全是按照老师的方法输入这几个数字，然后选stata的时候出现1-V，然后再往下按就是error4了，这个是怎么办呢

2023-09-10 18:43 1 · 回答