123456
2024-11-10 21:07這道題為什么不考慮各個(gè)資產(chǎn)的間相關(guān)性？謝謝老師
所屬：FRM Part II > Risk Management and Investment Management 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Michael助教
2024-11-11 12:57
該回答已被題主采納
同學(xué)你好，注意題目的問(wèn)法。What is the sum of the risk budgets that should be allocated to the four asset classes?，如果題目是說(shuō)What is the risk budget that should be allocated to the portfolio that consist of four asset classes?那么就是需要考慮相關(guān)性了。
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