⑴ 大學金融學習題
詳見文彥 西南大學考研網那上面的客服可以幫你喲
⑵ 金融學中關於統計的習題
No. He is wrong.
What is the probability for the expansion, normal and recession in next year? If you have the probability, we would calculate the risk of the portfolio.
Currently, I could only know the return of Alpha, Beta and Gamma is that
Expansion Normal Recession
A 8 4 -4
B 0 -1.5 -2.5
G 3 1.5 -1.5
Beta has the alternative trend compared with Alpha, while Gamma has the same trend. Therefore, whatever the market trend will be, Gamma will not help rece the risk of the portfolio. Thus, Gamma will not help achieve better diversification.