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

🤨肖大YAN😊 · 2020年06月04日

问一道题：NO.PZ2018070201000067

  1. CFA I
  2. Portfolio

问题如下：

The return projections have been made by Eunice. an analyst from an investment company, for each of the assets with the same probability of occurrence, which combination of two equally-weighted assets has lowest diversification effect?

选项：

A.

Asset A and Asset C.

B.

Asset B and Asset C.

C.

Asset A and Asset B.

解释：

C is correct.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.

正确答案是ASSET B &C 选B吧？？？

因为是-1

P越小，分散化越大。


现在答案是-0.5的，莫非是看绝对值吗？

添加评论
1 个答案

丹丹_品职答疑助手 · 2020年06月05日

嗨，爱思考的PZer你好：


同学你好，题干中要求是lowest diversification effect，所以选相关系数最高的0.5，即A和B

 

 


-------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！


  • 1

    回答

  • 0

    关注

  • 377

    浏览
相关问题

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 表格含义是什么，如何使用计算器计算，解题思路是怎样的

2024-08-11 12:02 1 · 回答

NO.PZ2018070201000067问题如下The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset C.B.Asset B anAsset C.C.Asset A anAsset B.C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. AB和AC的correlation分别是0.5和-0.5，为什么选AB？和他们方向相关吗？怎么理解

2024-05-22 06:59 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. RT

2024-03-17 21:25 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 依照ta的计算器规则，在调动2nSTAT的时候页面只出现ln,再翻页的话就是error2，请问操作有什么问题吗？谢谢

2023-12-07 13:34 1 · 回答

NO.PZ2018070201000067 问题如下 The return projections have been ma Eunice. analyst from investment company, for eaof the assets with the same probability of occurrence, whicombination of two equally-weighteassets hlowest versification effect? A.Asset A anAsset B.Asset B anAsset C.Asset A anAsset C is correct.We calso use the calculator to measure the correlation. The correlation between asset B anasset C is -1, between A anB is 0.5, anbetween A anC is -0.5, the higher correlation, the worse versification. 完全是按照老师的方法输入这几个数字，然后选stata的时候出现1-V，然后再往下按就是error4了，这个是怎么办呢

2023-09-10 18:43 1 · 回答