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BBUI, But if the 2CPs reflect actual, less than 1 correlations and we are using those 2 CPs in our calculation, then how are we overstating the standard deviation at all? Don’t they inherently include the actual diversification benefits (ie actual correlation)?
Mr. Leverage, thanks again. Your examples were very helpful! |
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发表于 2013-5-4 07:14
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