4099金融与交易中等数值题short
Two-Asset Equal Risk Contribution 4
题目
A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 14.00\%, asset B has vol 28.00\%, and their correlation is 0. What weights equalize the two assets' variance contributions?
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
A
B