123456
2024-11-10 21:07這道題為什么不考慮各個資產(chǎn)的間相關(guān)性?謝謝老師
所屬:FRM Part II > Risk Management and Investment Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Michael助教
2024-11-11 12:57
該回答已被題主采納
同學(xué)你好,注意題目的問法。What is the sum of the risk budgets that should be allocated to the four asset classes?,如果題目是說What is the risk budget that should be allocated to the portfolio that consist of four asset classes?那么就是需要考慮相關(guān)性了。
