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Landy · 2018年03月12日

问一道题:NO.PZ2015121801000068 [ CFA I ]

risk reduction指的是什么?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

李宗_品职助教 · 2018年03月16日

risk reduction指的是整体risk变小,可以参见portfolio risk (方差)的计算公式。我们需要做的是使两个资产的相关性变小(公式中的一项)。

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