2008 CFA Level 1 － Sample 样题(1)－Q60 black

8586

60、An analyst gathered the following information about two common stocks:

• Variance of returns for the Libby Company = 15.5

• Variance of returns for the Metromedia Company = 22.3

• Covariance between returns of Libby Company and Metromedia Company = 8.65

The correlation coefficient between returns for the two common stocks is closest to:

A. 0.025.

B. 0.388.

C. 0.465.

D. 0.558.

      

[此贴子已经被作者于2008-11-7 14:57:14编辑过]

8586

Correct answer = C

"An Introduction to Portfolio Management," Frank K. Reilly and Keith C. Brown
2008 Modular Level I, Vol. 4, pp. 236-237
Study Session 12-50-e
compute and interpret the covariance of rates of return, and show how it is related to the correlation coefficient

 

 

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[2008 CFA level 1模拟真题]Version 1 Questions－Q60

2008-5-19 16:42

earth555

hi

cxz0858

好题!谢谢

louzhuqued

t

Riverview

thanks

刀剑如梦

谢谢哦！

gening

thanks!

oleander

c

clover

c