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- 2011-7-2
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- 2014-6-29
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“Intuitively it makes sense if the weights are 50/50. In that case, portfolio return would always be $0 and there would be no portfolio variance. Every $1 earned by one asset would be lost by the other asset.”
I dont think so. The correlation between 2 asset doesn’t affect portfolio’s return. |
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发表于 2013-4-7 12:14
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