問題詳情

8.(4%) Two portfolios have the following probability distributions of rate of return for the following one year.

  What is the correlation coefficient between these two portfolios?
(A)0.67
(B)-0.67
(C)-0.46
(D)-0.0024
(E) None of above

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