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

cui1130 · 2022年04月13日

老师能详细讲一下这道题吗？

  1. CFA I
  2. Portfolio

NO.PZ2018070201000092

问题如下：

Tim, an analyst of an investment company forecasts the return and deviation of below securities. Based on these information, which statement is most correct:


 

选项：

A.

Security A has the highest total risk.

B.

Security B has the highest total risk.

C.

Security C has the highest total risk.

解释：

A is correct.

The total variance of security A is 0.3 2 =0.09

The total variance of security B is  0.25 2 =0.0625

The total variance of security C is  0.25 2 =0.0625

The total variance of A >The total variance of B =The total variance of C.

Security A has the highest total risk.

老师能详细讲一下这道题吗？

添加评论
1 个答案

Kiko_品职助教 · 2022年04月14日

嗨，努力学习的PZer你好：


这道题从选项可以看出来，是要选择ABC三种security的total risk最高的，衡量total risk我们用方差（有时候也用标准差），所以看到表格中standard deviation那项，解析给出的是算他们的方差，也就是直接平方，选择一个最大的即可。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 386

    浏览
相关问题

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 方差怎么计算

2024-07-10 19:43 1 · 回答

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. 老师，这是我的解题思路，能帮我看下我错在哪里吗？

2024-03-07 11:15 1 · 回答

NO.PZ2018070201000092 问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk. B.Security B hthe highest totrisk. C.Security C hthe highest totrisk. A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk. totrisk是用方差来衡量的吗

2023-08-18 04:13 1 · 回答

NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.c项expectereturn最高，不是就是risk最高

2023-08-15 20:16 1 · 回答

NO.PZ2018070201000092问题如下 Tim, analyst of investment company forecasts the return anviation of below securities. Baseon these information, whistatement is most correct: A.Security A hthe highest totrisk.B.Security B hthe highest totrisk.C.Security C hthe highest totrisk.A is correct.The totvarianof security A is 0.3 2 =0.09The totvarianof security B is 0.25 2 =0.0625The totvarianof security C is 0.25 2 =0.0625The totvarianof The totvarianof B =The totvarianof C.Security A hthe highest totrisk.题目有问题，给的条件不全。是软件的问题？

2023-06-03 08:14 3 · 回答