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Market 1 & 2 Covariance question. Question 29 of the free ex
Question 29 of the Free sample exam on the CFA website
M12 = (1.2 * 0.9 *0.0225) + (0*0*0.0025)+ ((1.2*0)+(0*0.9)) = 0.0243
I got the answer right, but it was a bit of a fluke. Can someone explain this equation to me. I am too tired at this stage to dig through the books and try to locate it.
Thanks |
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发表于 2013-4-3 09:02
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