NO.PZ2018070201000062
问题如下:
Laurel, an manager from an investment company, recently constructs the following portfolio, assuming that the two assets are not relevant, what is the expected standard deviation if the two assets are equal-weighted:
选项:
A.8.00%.
B.10.00%.
C.12.00%.
解释:
Each stock contains the same weight in the equal-weighted portfolio, so
两个资产权重相等,都是50%,为什么不是0.5*0.16+0.5*0.12=0.14?