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ninalin · 2018年07月22日

问一道题:NO.PZ2018070201000067 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


老师,想请问这题除了用计算器还有没其他更快的方法判断?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年07月23日

题干中要求找出lowest diversification,也就是correlation数值最大的两组数据。这道题用数据直接判断趋势不太明显,所以还是计算器算一下。

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