发布时间:2023-07-21 15:40来源: 融跃教育CFA
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
Which pair of assets is perfectly negatively correlated?
A Asset 1 and Asset 2.
B Asset 1 and Asset 3.
C Asset 2 and Asset 3.
(组合管理 Portfolio Risk and Return: Part I)
资产2的收益是12→6→0,逐渐下降,而资产3的收益是0→6→12,逐渐上升,可以画个坐标轴,x轴代表资产2的收益,y轴代表资产3的收益,画出的曲线向下倾斜。
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