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bodane · 2018年10月25日

问一道题：NO.PZ2018070201000094 [ CFA I ]

  1. CFA I
  2. Portfolio

问题如下图：

    

选项：

A.

B.

C.

解释：


我是按照先看标准方差来判断（由于A最大市场风险一定大）， 其次由于B的相关系数小于分散化好C所以市场风险小可以这么判断？

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1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年10月26日

这题目还是要计算一下的。万一给的数字差别不大，定性的判断就不准了。

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