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杨舒芃 · 2021年05月20日

这个correlation的值用计算器怎么算啊

  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.

这个correlation的值用计算器怎么算啊

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3 个答案

丹丹_品职答疑助手 · 2021年09月02日

嗨，爱思考的PZer你好：


同学你好，是按照outcome 中不同的a和c的结果计算x录入a选项在不同outcome的结果，c选项在outcome的不用结果

首先清空计算器，

2nd】-7

x01:20

↓

y01:0

↓

x02:0

↓

y02:10

↓

x03:10

↓

y03:20

2nd】-8

一直摁到b或者r就是相关系数

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

丹丹_品职答疑助手 · 2021年08月27日

嗨，努力学习的PZer你好：


同学你好，麻烦你写下你的求解过程，我好看看哪里的问题。可能在重复的过程中就做对了

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

丹丹_品职答疑助手 · 2021年05月20日

嗨，努力学习的PZer你好：


同学你好，以选项a为例首先清空计算器，

2nd】-7

x01:20

↓

y01:20

↓

x02:0

↓

y02:10

↓

x03:10

↓

y03:20

2nd】-8

一直摁到b或者r就是相关系数


----------------------------------------------
加油吧，让我们一起遇见更好的自己！

甘超 · 2021年08月26日

我按照图示的方法按计算器，怎么就按不出来结果呢？求助

luckyzzyy · 2021年09月02日

老师，这个X和y分别输入的是什么数字 没有明白

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