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花儿。 · 2023年04月15日

这道题答案错了吧？

  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.

应该选b和c吧，他们相关系数是-1

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1 个答案

pzqa27 · 2023年04月16日

嗨，努力学习的PZer你好：


B和C的相关系数是-1，因此他们的分散化程度最好，所以不能选，因为题目让我们选个分散化最差的

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

花儿。 · 2023年04月17日

袄袄。。明白

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