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[讨论]关于beta和correlation coefficient
30. If the correlation coefficient between Baker Fund and the S& 500 Stock Index is 0.70, what
percentage of Baker Fund's total risk is specific (i.e., unsystematic)?
A. 35%.
B. 49%.
C. 51%.
D. 70%.
这道题是98sample上的 不太明白 哪位牛人给解释下吧 多谢多谢 |
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发表于 2009-11-29 22:18
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