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- UID
- 223269
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- 210
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-26
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Beta is simply covariance of an asset with the market divided by the asset's variance.
Covariance = Correlation x SD1 x SD2 which comes from Correlation = Covariance/(SD1xSD2)
Yep I've still got it. |
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发表于 2011-7-13 13:25
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