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yujiayin · 2017年10月26日

问一道题:NO.PZ2015121801000068 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


老师。请问为什么1和2的波动最大?谢谢

1 个答案
已采纳答案

源_品职助教 · 2017年10月26日

用计算器7,8功能键可以算得,1,2的相关系数为0.5,

1,3 的相关系数为-0.5

2,3的相关系数为-1

所以1,2的相关系数最高,分散化最差,波动最大。

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