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金融学中关于统计的习题

  • 2024-05-11 05:52:24
  • 提问者: 负债人
匿名 2024-05-11 05:52:24
最佳回答
no.he ** wrong.
what ** the probability for the expansion,normal and recession in next year?if you h**e the probability,we would calculate the r**k of the portfolio.
currently,i could only know the return of alpha,beta and gamma ** that
expansion normal recession
a 8 4-4
b 0-1.5-2.5
g 3 1.5-1.5
beta has the alternative trend compared with alpha,while gamma has the same trend.therefore,whatever the market trend will be,gamma will not help reduce the r**k of the portfolio.thus,gamma will not help achieve better diversification.

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