b***k
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yuyy (yyy) 于 (Tue May 12 10:12:26 2009) 提到:
Two stocks A and B, they have the same return.
but A has volitility 20%, B has volitility 30%,
and their correlation is 50%,
what is the percentage to buy each of them to minimize the risk?
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simple1987 (simple) 于 (Tue May 12 10:31:11 2009) 提到:
var(x+y)=var(x)+var(y)+2*corr(x,y)*sqrt(var(x)*var(y))
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JunkFood (垃圾食品) 于 (Tue M |
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