财会经济>CFA特许金融分析师 > CFA考试(Level Ⅰ)
CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2693320
1. Condider a portfolio with two assets. Asset A compnses 25% of the portfolio and has a standard deviation of 17.9%. Asset B comprises 75% of the portfolio and has a standerd deviation of 6.2%.If the correlation of these two investments is 0.5,the portfolio standard deviation is closest to:
  • A.7.90%
  • B.6.45%
  • C.9.13%

登录后查看答案及解析

选择购买的题库