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

momo · 2023年08月21日

der

  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).

我的计算器只能算到x2，y2呢，x3，y3怎么输啊

添加评论
2 个答案

Kiko_品职助教 · 2024年03月18日

嗨，爱思考的PZer你好：


是的啊，先输入12，然后enter，就相当于让x=12了，然后再向下箭头。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

Kiko_品职助教 · 2023年08月22日

嗨，从没放弃的小努力你好：


按向下箭头就可以正常输入x3 y3啊。


以A选项资产1 & 资产2的收益率相关性系数计算为例，打开金融计算器：

【2nd】【7】进入data模式，首先清除历史记录【2nd】【CLR WORK】

依次输入两组数据：X01=12【↓】Y01=12【↓】X02=0【↓】Y02=6【↓】X03=6【↓】Y03=0【↓】；

[2nd][8]进入STAT模式，一直按向下的箭头，直到出现r，r=0.5。说明两组数据的相关性系数=0.5。

同理，可以计算出资产1&资产3收益率的相关性系数为-0.5，资产2&资产3收益率的相关性系数为-1。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

Nicole Cai · 2024年03月16日

有关计算器的使用： 依次输入两组数据：X01=12之后，是不是要按enter? 我直接输入数据+向下箭头后，计算器一直显示X01,Y01, 没有进入X02, Y02.要怎么处理啊？

  • 2

    回答

  • 0

    关注

  • 207

    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