1605数学困难数值题long
Hedged Pair Variance 4
题目
Two assets have variances 1 and 9, with covariance -1. What is the variance of the portfolio with weights (1/3, 2/3)?
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提交作答时记录，用于后续平均用时统计。
你的答案
题目
Two assets have variances 1 and 9, with covariance -1. What is the variance of the portfolio with weights (1/3, 2/3)?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案