开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Nicole Xiang · 2022年12月13日

请问讲义里哪里讲到呢

  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.

老师想问对应讲义是在哪里呢？

添加评论
1 个答案

pzqa27 · 2022年12月14日

嗨，努力学习的PZer你好：


这个题是考察下面知识点中对分散化的判断，这个题说实话与其说是考组合，实际上用到的公式是数量里的公式，并且也不用公式，一般是用计算器算的，不会用人脑算

----------------------------------------------
努力的时光都是限量版，加油！

  • 1

    回答

  • 0

    关注

  • 250

    浏览
相关问题

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. -0.5 和 -1 为什么选-0.5呢？不是-1最分散？

2024-11-04 14:53 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 表格含义是什么，如何使用计算器计算，解题思路是怎样的

2024-08-11 12:02 1 · 回答

NO.PZ2018070201000067问题如下The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset C.B.Asset B anAsset C.C.Asset A anAsset B.C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. AB和AC的correlation分别是0.5和-0.5，为什么选AB？和他们方向相关吗？怎么理解

2024-05-22 06:59 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. RT

2024-03-17 21:25 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 依照ta的计算器规则，在调动2nSTAT的时候页面只出现ln,再翻页的话就是error2，请问操作有什么问题吗？谢谢

2023-12-07 13:34 1 · 回答