← 返回数学题库
4092金融与交易简单数值题short

Inverse-Vol Risk-Parity Weights 2

题目

A two-sleeve inverse-volatility book currently uses vols 12% and 18%. A third sleeve with volatility 36% is added. What are the new fully invested inverse-volatility weights?

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

第 1 项

第 2 项

第 3 项