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4091Inverse-Vol Risk-Parity Weights 1Inverse-volatility risk parity across three sleeves targets weights (0.5, 0.25, 0.25). If the first two sleeve volatilities are 10% and 20%, what volatility must the third sleeve have?金融与交易简单数值题未尝试面试订阅4092Inverse-Vol Risk-Parity Weights 2A 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?金融与交易简单数值题未尝试面试订阅4093Inverse-Vol Risk-Parity Weights 3An inverse-volatility risk-parity portfolio uses three uncorrelated sleeves with vols 10%, 15%, and 30%. What leverage would scale the fully invested portfolio to a target portfolio volatility of 12%?金融与交易简单数值题未尝试面试订阅4094Inverse-Vol Risk-Parity Weights 4Inverse-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?金融与交易简单数值题未尝试面试订阅4095Inverse-Vol Risk-Parity Weights 5A two-sleeve inverse-volatility portfolio starts from vols 14% and 21%. If the second sleeve volatility falls to 14%, what are the new weights?金融与交易简单数值题未尝试面试订阅4096Two-Asset Equal Risk Contribution 1A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 10.00\%, asset B has vol 25.00\%, and their correlation is 0.3. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4097Two-Asset Equal Risk Contribution 2A two-asset equal-risk-contribution portfolio uses long-only weights that sum to 1. Asset A has vol 12.00\%, asset B has vol 18.00\%, and their correlation is -0.2. What weights equalize the two assets' variance contributions?金融与交易中等数值题未尝试面试订阅4099Two-Asset Equal Risk Contribution 4A 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?金融与交易中等数值题未尝试面试订阅4101Vol-Target Scaling 1A three-sleeve inverse-vol portfolio was originally built from vols 10%, 20%, and 25%, so the weights are left stale when sleeve 2 volatility jumps to 30%. Assuming zero correlations, what share of portfolio variance now comes from sleeve 2?金融与交易中等数值题未尝试面试订阅4102Vol-Target Scaling 2A three-sleeve inverse-vol portfolio was originally calibrated on vols 12%, 24%, and 36%. If sleeve 1 volatility jumps to 18% and weights are not rebalanced, which sleeve contributes the most variance, and what is its share?金融与交易中等数值题未尝试面试订阅4103Vol-Target Scaling 3A two-sleeve inverse-vol portfolio starts with vols 16% and 24%. If the first sleeve volatility drops by 25%, what are the new weights?金融与交易中等数值题未尝试面试订阅4104Vol-Target Scaling 4A three-sleeve inverse-vol portfolio uses vols 10%, 20%, and 40%. If the third sleeve volatility halves to 20%, by how many weight points does sleeve 3 gain after rebalancing?金融与交易中等数值题未尝试面试订阅4105Vol-Target Scaling 5Suppose a portfolio still holds weights (0.5, 0.3, 0.2) while sleeve volatilities are (10%, 20%, 30%) and correlations are zero. What fraction of portfolio variance comes from sleeve 3?金融与交易中等数值题未尝试面试订阅4106Risk-Contribution Concentration Check 1A portfolio holds rates, equity, and commodity sleeves with zero pairwise correlations. Weights are rates: 0.5, equity: 0.3, commodity: 0.2 and vols are rates 10.00\%, equity 18.00\%, commodity 30.00\%. Which sleeve contributes the most to portfolio variance, and what share of total variance does it contribute?金融与交易中等数值题未尝试面试订阅4111Why Risk Parity Often Uses LeverageWhy do many risk-parity portfolios end up levering low-volatility sleeves such as bonds or rates rather than simply holding them at cash weights?金融与交易中等essay未尝试面试订阅4112Why Equal Dollars Is Not Equal RiskA PM says, 'I split the book 50/50, so the two sleeves must matter equally.' What is wrong with that statement?金融与交易中等essay未尝试面试订阅4113Why Correlation Spikes Hurt Naive Risk ParityWhy can a naive inverse-vol portfolio look well balanced in calm times and then become badly unbalanced when correlations jump in stress?金融与交易中等essay未尝试面试订阅4114Why Vol Targeting Can Force Deleveraging After LossesWhy do practitioners worry that vol-target overlays can force deleveraging at exactly the worst time after a shock?金融与交易中等essay未尝试面试订阅4115A Fast Sanity Check for Risk-Parity AnswersWhat is a fast sanity check after you compute a risk-parity or inverse-vol allocation?金融与交易中等essay未尝试面试订阅