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ruby5ltc · 2022年06月03日

请问计算corelation的公式？视频在哪里讲过？

  1. CFA I
  2. Portfolio

NO.PZ2018070201000067

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 combination of two equally-weighted assets has lowest diversification effect?

选项：

A.

Asset A and Asset C.

B.

Asset B and Asset C.

C.

Asset A and Asset B.

解释：

C is correct.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.

请问计算corelation的公式？视频在哪里讲过？

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1 个答案

Kiko_品职助教 · 2022年06月04日

嗨，从没放弃的小努力你好：


在数量里面有讲过得。但这道题我们用不到这个公式，只需要按计算器就可以，具体可以参考这个回答https://class.pzacademy.com/qa/96627

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