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

Terry1988 · 2024年02月03日

按照计算器操作算出来不对

  1. CFA I
  2. Portfolio

NO.PZ2018070201000066

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 two assets are perfectly negatively correlated?

选项：

A.

Asset A and Asset B.

B.

Asset A and Asset C.

C.

Asset B and Asset C.

解释：

C is correct.

Asset B and Asset C have returns that are the same for Outcome 2, but the exact opposite returns for Outcome 1 and Outcome 3; therefore, because they move in opposite directions at the same magnitude, they are perfectly negatively correlated.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, so perfectly negatively correlated.

老师，我按照说明按了计算器，最后算出来r=-0.2，试了好几次都是这个数字

添加评论
1 个答案

Kiko_品职助教 · 2024年02月05日

嗨，努力学习的PZer你好：


看下是不是计算器没有清除掉之前的数据。按完2nd-7，之后按下2nd-CE|C，将所有之前的数据清除掉，然后再输入试试。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 221

    浏览
相关问题

NO.PZ2018070201000066问题如下The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlateA.Asset A anAsset B.B.Asset A anAsset C.C.Asset B anAsset C.C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate2n7，CLR后输入X01=20，Y01=0，X02=10，Y02=10……输入结束后，按2n8，显示1-V，然后显示Error 4，是哪里有错误呢

2024-10-07 22:05 1 · 回答

NO.PZ2018070201000066 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlate A.Asset A anAsset B.Asset A anAsset C.Asset B anAsset C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate 老师，这题能不能从头到尾的解签过程 都写出来？解题的逻辑和怎么按计算器？

2024-03-09 17:04 1 · 回答

NO.PZ2018070201000066 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whitwo assets are perfectly negatively correlate A.Asset A anAsset B.Asset A anAsset C.Asset B anAsset C is correct.Asset B anAsset C have returns thare the same for Outcome 2, but the exaopposite returns for Outcome 1 anOutcome 3; therefore, because they move in opposite rections the same magnitu, they are perfectly negatively correlateWe calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, so perfectly negatively correlate a和b组合时候，为什么有4个outcome值？这个outcome值是代表return？这个组合是a，b，c三个组合。还是两两组合？

2023-11-21 20:05 1 · 回答

NO.PZ2018070201000066 老师，这道题的correlation=-1是怎么求出来的呢？另外完全负相关为啥outcome2和4是相同收益呢？

2021-12-17 15:41 1 · 回答