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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：

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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

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