NO.PZ2020021002000119
问题如下:
If a portfolio has 80 securities, the number of covariances that should be estimated is
选项:
A.6,320.
6,400
3,160
80.
解释:
C is correct. 3,160.
If there are N different securities, then the number of correlations equals N(N - 1 )/2
中文解析:
N个不同的股票之间相关系数的个数=N*(N-1) / 2。本题选C。
我用80C2算出来一样的结果,这样计算可以吗