开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Allez😃Sea · 2020年05月18日

问一道题：NO.PZ2018070201000092

  1. CFA I
  2. Portfolio

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:


 

选项：

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

解释：

A is correct.

The total variance of security A is 0.3 2 =0.09

The total variance of security B is  0.25 2 =0.0625

The total variance of security C is  0.25 2 =0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.

老师，这题为什么不是用correlation*标准差A / 标准差Market？

添加评论
2 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年05月19日

嗨，从没放弃的小努力你好：


同学你好，本题考查total risk，要用variance，你说的是衡量系统风险，请知悉。


-------------------------------
加油吧，让我们一起遇见更好的自己！


18816562889 · 2022年08月23日

用covariance也不行吗

Kiko_品职助教 · 2022年08月23日

嗨，从没放弃的小努力你好：


covariance是衡量两个资产之间的相关性得。衡量单个资产得总风险是要用variance得。

----------------------------------------------
努力的时光都是限量版，加油！

  • 2

    回答

  • 1

    关注

  • 668

    浏览
相关问题

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 方差怎么计算

2024-07-10 19:43 1 · 回答

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 老师，这是我的解题思路，能帮我看下我错在哪里吗？

2024-03-07 11:15 1 · 回答

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. totrisk是用方差来衡量的吗

2023-08-18 04:13 1 · 回答

NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.c项expectereturn最高，不是就是risk最高

2023-08-15 20:16 1 · 回答

NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.题目有问题，给的条件不全。是软件的问题？

2023-06-03 08:14 3 · 回答