Jean
2022-11-03 12:03那-1的是什么
所屬：CFA Level I > Portfolio Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Evian, CFA助教
2022-11-03 14:27
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)，
如果要選A，那么題目應(yīng)該表述為：
A portfolio includes two assets. The portfolio’s standard deviation equals to the difference between the weighted average mean of the two assets’ standard deviation. The correlation of these two assets is closest to:
A “-1”
When the correlation = -1,
σp2=w12σ12+w22σ22-2w1w2σ1σ2ρ1,2
σp=w1σ1-w2σ2
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