以下是引用sayyescici在2011-6-8 11:34:00的发言:
又想起来一道题: 算那个var: 给出annual return, annual standard deviation:
monthly return: annual return/12 monthly standard deviation: annual standard deviation/(12^(1/2)). 就是用年的除以根号12
var= (monthly return - 2.33 x monthly standard deviation)x xxxamunt (具体数值忘了)
提干有给出monthly return或annual return的数值吗?记得好像没有,所以用0代替了。。。谁能确认一下 |