4043金融与交易中等derivationmedium
Two-Asset Diagonal Kelly Vector 3
题目
With diagonal covariance, expected excess returns are (0.07, 0.03) and optimal weights are (0.2, 0.15). If variance of asset 1 is 0.35, what variance of asset 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