葵小希 · 2022年03月01日
NO.PZ2018070201000060
问题如下：
A portfolio plans to construct a portfolio with below two securities. If the return of the portfolio is 21.5%, the weighting in Security 1 is:
选项：
A. 70%.
B. 40%.
C. 30%.
解释：
C is correct.
Rp = w1 × R1 + (1 − w1) × R2
Rp = w1 ×25 % + (1 − w1) × 20%
21.5% = 0.30(25%) + 0.70(20%)
我看了这个考点，但我还是不太明白怎么样套用在这道题里，假设W为x, 0.25x+0.2-0.2x=0.215,我才算出来x=0.3的
NO.PZ2018070201000060 问题如下 A portfolio plans to construa portfolio with below two securities. If the return of the portfolio is 21.5%, the weighting in Security 1 is: A.70%. B.40%. C.30%. C is correct.Rp = w1 × R1 + (1 − w1) × R2Rp = w1 ×25 % + (1 − w1) × 20%21.5% = 0.30(25%) + 0.70(20%) 这个公式后面那个2*w1w2COV为什么没有了
NO.PZ2018070201000060 40%. 30%. C is correct. Rp = w1 × R1 + (1 − w1) × R2 Rp = w1 ×25 % + (1 − w1) × 20% 21.5% = 0.30(25%) + 0.70(20%) 分红是不是不用考虑？
麻烦请教一下这是哪个知识点呀？谢谢
