jvniki · 2023年01月04日
NO.PZ2015121801000092
问题如下：
An analyst gathers the following information:
Which security has the highest total risk?
选项：
A.Security 1.
B.Security 2.
C.Security 3.
解释：
A is correct.
Security 1 has the highest total variance; 0.0625 = compared to Security 2 and Security 3 with a total variance of 0.0400.
我是看懂了total risk，所以想着是哪个资产的方差最大，哪个风险最大，但看了答案 我就不懂了，求老师解答
NO.PZ2015121801000092 问题如下 analyst gathers the following information:Whisecurity hthe highest totrisk? A.Security 1. B.Security 2. C.Security 3. is correct.Security 1 hthe highest totvariance; 0.0625 = 0.25 2 compareto Security 2 anSecurity 3 with a totvarianof 0.0400. 这题可以用totsig 平方=(w1sig1)2+(w2sig2)2+2w1w2sig1sig2计算吗
NO.PZ2015121801000092问题如下analyst gathers the following information:Whisecurity hthe highest totrisk?A.Security 1.B.Security 2.C.Security 3.is correct.Security 1 hthe highest totvariance; 0.0625 = 0.25 2 compareto Security 2 anSecurity 3 with a totvarianof 0.0400.老师 想问下，不是说风险和收益率是成正比的嘛，风险越大，收益越大。那这题security1风险最大，为什么相应的收益却不是最大的？
这道题为什么又不是算β了呢
老师， 总风险是用stanrviation衡量的， 那其实这题看sigma就好了啊，为什么题目解析里要去算variance呢？
