NO.PZ2018070201000062
问题如下:
Laurel, an manager from an investment company, recently constructs the following portfolio, assuming that the two assets are not relevant, what is the expected standard deviation if the two assets are equal-weighted:
选项:
A.8.00%.
B.10.00%.
C.12.00%.
解释:
Each stock contains the same weight in the equal-weighted portfolio, so
有点没明白 公式知道,但是预期回报率那里有啥作用