NO.PZ2022123001000051
问题如下:
Lena Hunziger has designed the three-asset portfolio summarized below:
Hunziger estimated the portfolio return to be 6.3%. What is the portfolio standard deviation?
选项:
A.
13.07%
B.
13.88%
C.
14.62%
解释:
For a three-asset portfolio, the portfolio variance is
如题,所以这题告诉portfolio return完全是个迷惑信息吗?