学员就CSC V2 Check 练习题提问
panda 老师提问于6年之前
A portfolio manager is looking at three different securities. A has an expected return of 10%, B has an expected return of 9%, and C has an expected return of 8%. The correlation between A&C is 0.8 between B&C is -0.6, between A&B is 0. If the manager’s mandate is to maximize his return, which of the following securities or combinations of securities makes the most sense?
A. A only
B. A & B only
C. A & C only
D. Insufficient information
Given the information, what security or combination of securities would provide the lowest variance or risk?
A. A only
B. C only
C. A & C
D. B & C
