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

PA小盘 · 2017年12月04日

问一道题：NO.PZ2017092702000072 [ CFA I ]这个题目没理解！

  1. CFA I
  2. Quantitative

问题如下图：

选项：

A.

B.

C.

解释：

添加评论
1 个答案

吴昊_品职助教 · 2017年12月04日

题目的意思是：组合当中有五个股票，那么在计算组合方差的时候去掉方差，会用到几个协方差？

五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种可能

  • 1

    回答

  • 0

    关注

  • 421

    浏览
相关问题

NO.PZ2017092702000072 问题如下 Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 是要求这个portfolio的variance，那就应该知道五个数的variance, 还有五个数两两组合的covariance。covariance是10个，但是不是还有五个variance吗，应该是15个才对啊？

2023-06-02 11:37 1 · 回答

NO.PZ2017092702000072问题如下Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance?A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 这个题是依据哪个部分讲的

2023-04-21 14:26 1 · 回答

NO.PZ2017092702000072 问题如下 Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 how many unique covarianterms, exclung variances - 可以仔细讲解一下这句什么意思吗？我觉得这道题和讲义给出的Combination的定义以及例题都不太一样，很难理解...

2022-07-17 10:18 1 · 回答

NO.PZ2017092702000072问题如下Given a portfolio of five stocks, how many unique covarianterms, exclung variances, are requireto calculate the portfolio return variance? A.10 B.20 C.25 A is correct.A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10)根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 請問哪裡判斷出是兩兩組合？謝謝。

2022-04-13 00:18 1 · 回答

NO.PZ2017092702000072 20 25 A is correct. A covarianmatrix for five stocks h5 × 5 = 25 entries. Subtracting the 5 agonvarianterms results in 20 off-agonentries. Because a covarianmatrix is symmetrical, only 10 entries are unique (20/2 = 10) 根据五个股票两两组合，去掉自己和自己组合，一共是5*4/2=10种 可以详细讲一下吗？我觉得用20 C 5就可以算。但还想听一下具体的解题思路。

2021-11-22 18:30 1 · 回答