4095金融与交易简单数值题short
Inverse-Vol Risk-Parity Weights 5
题目
A two-sleeve inverse-volatility portfolio starts from vols 14% and 21%. If the second sleeve volatility falls to 14%, what are the new weights?
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提交作答时记录,用于后续平均用时统计。
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题目
A two-sleeve inverse-volatility portfolio starts from vols 14% and 21%. If the second sleeve volatility falls to 14%, what are the new 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