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momo · 2023年08月15日

risk

  1. CFA I
  2. Portfolio

NO.PZ2018070201000092

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:


 

选项：

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

解释：

A is correct.

The total variance of security A is 0.3 2 =0.09

The total variance of security B is  0.25 2 =0.0625

The total variance of security C is  0.25 2 =0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.

c项expected return最高，不是就是risk最高

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1 个答案

Kiko_品职助教 · 2023年08月16日

嗨，努力学习的PZer你好：


不是的。衡量总风险就是用方差来衡量。这个要记住的。

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努力的时光都是限量版，加油！

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