← 返回数学题库
4041金融与交易中等derivationmedium

Two-Asset Diagonal Kelly Vector 1

题目

Under the quadratic Kelly approximation with diagonal covariance, variances are (0.36, 0.25) and optimal weights are (0.25, 0.2). If mu_1 = 0.09, what mu_2 is implied?

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