王二狗 · 2021年11月03日
NO.PZ2017092702000072
问题如下：
Given a portfolio of five stocks, how many unique covariance terms, excluding variances, are required to calculate the portfolio return variance?
选项：
A.10
B.20
C.25
解释：
A is correct.
A covariance matrix for five stocks has 5 × 5 = 25 entries. Subtracting the 5 diagonal variance terms results in 20 off-diagonal entries. Because a covariance matrix 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
这种题可以死记这个公式吗？n[(n-1)/2]
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？
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
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...
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。
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。
