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

Avalon · 2023年07月19日

麻烦老师帮看一下，我按了second 8之后出现了这个是啥情况

  1. CFA I
  2. Portfolio

NO.PZ2015121801000067

问题如下：

An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:

If the analyst constructs two-asset portfolios that are equally-weighted, which pair of assets has the lowest expected standard deviation?

选项：

A.

Asset 1 and Asset 2.

B.

Asset 1 and Asset 3.

C.

Asset 2 and Asset 3.

解释：

C  is correct.

An equally weighted portfolio of Asset 2 and Asset 3 will have the lowest portfolio standard deviation, because for each outcome, the portfolio has the same expected return (they are perfectly negatively correlated).

麻烦老师帮看一下，我按了second 8之后出现了这个是啥情况



添加评论
Avalon · 2023年07月19日

再按向下肩^_^箭头就是error4

2 个答案

Kiko_品职助教 · 2023年07月21日

嗨，爱思考的PZer你好：


好的~ 找到原因就好。

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

Kiko_品职助教 · 2023年07月19日

嗨，从没放弃的小努力你好：


这种情况我也没有遇到过，向下箭头是error说明你之前输入错了。再从2nd 7 重新输一遍试试吧。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

Avalon · 2023年07月19日

破案了。这个免费版本软件只支持1-v单变量。

  • 2

    回答

  • 0

    关注

  • 310

    浏览
相关问题

NO.PZ2015121801000067问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.这里的outcome所指是各资产每次取样各自的标准差么？

2024-09-01 17:17 1 · 回答

NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 是不是离0越远，说明两组资产的差异越大？

2024-06-25 17:35 1 · 回答

NO.PZ2015121801000067问题如下analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation?A.Asset 1 anAsset 2.B.Asset 1 anAsset 3.C.Asset 2 anAsset 3.is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate.x1 y1 x2 y2 x3y3

2024-03-22 22:53 1 · 回答

NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 请问老师这是在考察哪个知识点呀？能系统解答一下吗？

2023-10-23 21:19 1 · 回答

NO.PZ2015121801000067 问题如下 analyst hma the following return projections for eaof three possible outcomes with equlikelihooof occurrence:If the analyst constructs two-asset portfolios thare equally-weighte whipair of assets hthe lowest expectestanrviation? A.Asset 1 anAsset 2. B.Asset 1 anAsset 3. C.Asset 2 anAsset 3. is correct.equally weighteportfolio of Asset 2 anAsset 3 will have the lowest portfolio stanrviation, because for eaoutcome, the portfolio hthe same expectereturn (they are perfectly negatively correlate. 计算器怎么按？ 按哪几个数据？

2023-09-02 12:36 2 · 回答