問題詳情
3.(4%) If the variance of a portfolio return can represent the total risk of the portfolio and the correlationcoefficient between a balance fund and the market index is 0.6, what percentage of the balance fund's total riskis specific?
(A)60%
(B)36%
(C)64%
(D)40%
(E) cannot be calculated due to limited information
參考答案
答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增