Helen 🎈 · 2024年02月26日
NO.PZ2018070201000044
问题如下：
What's the covariance between the two securities? Assuming the standard deviation of the portfolio is 27%.
选项：
A.
7%
B.
7.5%.
C.
8%.
解释：
B is correct.
According to the result of last question, when portfolio's standard deviation is 27%, the correlation between the two securities is 1. The covariance is =(1.0)(30%)(25%)=7.50%.
是-0.75
可以详细说下为啥相关系数等于1吗
NO.PZ2018070201000044 问题如下 What's the covarianbetween the two securities? Assuming the stanrviation of the portfolio is 27%. A.7% B.7.5%. C.8%. B is correct.Accorng to the result of last question, when portfolio's stanrviation is 27%, the correlation between the two securities is 1. The covarianis Cov( R 1 , R 2 )= ρ 12 σ 1 σ 2 =(1.0)(30%)(25%)=7.50%. 能把相关系数都列出来然后运用到了哪些公式也列出来，谢谢老师
NO.PZ2018070201000044 请问能一下为什么得出 correlation 是1
这个题的具体计算公式是啥呢
用两个资产做组合求标准差的公式计算初结果是0.76875。这个到底该怎么解？
