← 返回数学题库
4094金融与交易简单数值题short

Inverse-Vol Risk-Parity Weights 4

题目

Inverse-volatility risk parity wants weight proportions 4:2:1 across three sleeves. If the first sleeve volatility is 8%, what sleeve volatilities are implied for the second and third sleeves?

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