Sissiwonglx · 2022年06月01日
NO.PZ2018062016000067
问题如下：
The variances of Stock A and Stock B are 0.25 and 0.64 respectively, and the correlation between two securities is 0.09. What is the covariance of returns?
选项：
A. 0.036.
B. 0.0144.
C. 0.048.
解释：
A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036
Covariance, variance, standard deviation 他们到底是什么关系
NO.PZ2018062016000067 问题如下 The variances of StoA anStoB are 0.25 an0.64 respectively, anthe correlation between two securities is 0.09. Whis the covarianof returns? A.0.036. B.0.0144. C.0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036 請問爲何要有個0.5次方，不是三個數直接相稱，我記得之前有道題是三個數直接相乘的，謝謝，
NO.PZ2018062016000067问题如下The variances of StoA anStoB are 0.25 an0.64 respectively, anthe correlation between two securities is 0.09. Whis the covarianof returns? A.0.036. B.0.0144. C.0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036在note上没有看到这个题应用的公式
0.0144. 0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036 不是相加吗 记得公式里面
0.0144. 0.048. A is correct. Cov(RA,RB)=ρ*σA*σB=0.09*0.250.5*0.640.5=0.036为什么不写开根号，而要写0.5次方，虽然意思都一样。但是我觉得开更号表达的关系更一目了然些，0.5次方，还要转个弯。
