劉同學(xué)
2018-05-18 17:22Which of the following statements regarding the covariance of rates of return is least accurate? A If the covariance is negative, the rates of return on two investments will always move in different directions relative to their means. B It is a measure of the degree to which two variables move together over time. C It is not a very useful measure of the strength of the relationship, there is absent information about the volatility of the two variables. 這題a是對(duì)的呀,題干問不對(duì)的
所屬:CFA Level I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
張瑋杰助教
2018-05-18 18:02
該回答已被題主采納
同學(xué)你好,這題有點(diǎn)陷井,首先,BC肯定是沒問題的,A選項(xiàng)的問題在于,他說了是always,always這個(gè)是體現(xiàn)在線性關(guān)系上的,只有完全相關(guān)的線性關(guān)系才會(huì)是always的,而A只說了是負(fù)的關(guān)系。
