NO.PZ2015121801000043
问题如下：
A portfolio manager creates the following portfolio:
If the standard deviation of the portfolio is 14.40%, the correlation between the two securities is equal to:
选项：
A.-1.0.
B.0.0.
C.1.0.
解释：
C is correct.
A portfolio standard deviation of 14.40% is the weighted average, which is possible only if the correlation between the securities is equal to 1.0.
NO.PZ2015121801000043
问题如下：
A portfolio manager creates the following portfolio:
If the standard deviation of the portfolio is 14.40%, the correlation between the two securities is equal to:
选项：
A.
-1.0.
B.
0.0.
C.
1.0.
老师这个题怎么套用选项数值 然后套入公式进行计算 能给个过程吗 实在是没看懂
