covariance(A,B)=(beta of A) × (beta of B) × (Variance of market) market

harryerin

covariance(A,B)=(beta of A) × (beta of B) × (Variance of market)

哪位大虾来解释下这个公式是怎么得来的？教材上没有看到过啊。

minminmin

in the "market model"

the curriculum should have taken it into the contents.