flowerykunge · 2020年08月25日
问题如下：
For a portfolio including four securities, how many distinct covariance terms are needed to compute the portfolio variance of return?
选项：
A.6
B.12
C.4
解释：
A is correct. For four securities, there are 4*(4-1)/2=6 distinct covariance terms to estimate.
你好，这道题不是reading8里面的知识吧？这个解答里面的公式没见过
NO.PZ2018062016000072 问题如下 For a portfolio inclung four securities, how many stincovarianterms are neeto compute the portfolio varianof return? A.6 B.12 C.4 A is correct. For four securities, there are 4*(4-1)/2=6 stincovarianterms to estimate. 老师这一题的解答没有太看懂，请问这个公式是什么呢
NO.PZ2018062016000072 12 4 A is correct. For four securities, there are 4*(4-1)/2=6 stincovarianterms to estimate.4 C 2应该也对吧？它题里面的解题思路可以下吗？没看懂
NO.PZ2018062016000072 这道题目哪里说需要选2个呢？虽然说了是portfolio，也可以是3只股票呀
老师您好，在您给别的同学的解题思路中我还是不理解4C2中的C指代的是什么呢？麻烦您了
