这道题目考的是哪个知识点？

NO.PZ2018070201000066

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 two assets are perfectly negatively correlated?

选项：

Asset A and Asset B.

Asset A and Asset C.

Asset B and Asset C.

解释：

C is correct.

Asset B and Asset C 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.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, so perfectly negatively correlated.

老师，请问这道题目考的是哪个知识点？有点闷了

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1 个答案

Kiko_品职助教 · 2021年09月01日

嗨，努力学习的PZer你好：

你好同学，这道题其实就是考察资产之间的相关性。可以直接通过观察法做，如果说这两个资产完全负相关，一个outcome在达到最大的时候，另一个应当是最小。答案直接选出来了。

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努力的时光都是限量版，加油！

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NO.PZ2018070201000066 老师，这道题的correlation=-1是怎么求出来的呢？另外完全负相关为啥outcome2和4是相同收益呢？

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这道题目考的是哪个知识点？

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