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卿卿 · 2018年08月22日

问一道题:NO.PZ2018070201000067 [ CFA I ]

求具体解答过程,谢谢!

问题如下图:

选项:

A.

B.

C.

解释:

2 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年08月22日

这道题答案解释如下,正如上面这位同学说的 “分散效果最好的情况应该是ρ最小 “,所以将三个选项的相关性用计算器算出来即可。B与C之间的相关性系数为-1,所以分散化最好。这道题目选项设置错误,解释是正确的,已经通知后台调整。

PA小盘 · 2018年08月22日

答案是选B吗?分散效果最好的情况应该是ρ最小。B情况1结果为20%时,C的结果为0.

B情况3结果为0%时,C的结果为20.可能是这样的,不知道对不对。共同讨论,呵呵。

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