Chương 3

Question 1

CV = Coefficient of variance = standard dev / ERi, đúng hay sai?

Answer 1

ĐÚNG

Question 2

COV(a,b) = pi * ?????

Answer 2

pi*(r - er) (r- er) = covariance

Question 3

write formulas of:
+ CV
+ COV (a,b)

Answer 3

CV=standard dev / ER. dùng cho 1 Stock
COV (a,b) = pi (ra- ERa)(rb - ERb). dùng cho Portfolio

Question 4

Slope = ERi - Rf / Bi, isnt it

Answer 4

true

Question 5

Slope formula?

Answer 5

= ERi - RF/Bi

Question 6

Deviation of A?

Answer 6

Ra - ERa

Question 7

Variance of A=?

Answer 7

TOTAL p(Ra - ERa) bình

Question 8

standard dev A=?

Answer 8

=(TOTAL p(Ra - ERa) bình ) căn bậc 2

Question 9

variance portfolio=?

Answer 9

fA bình* standard dev A bình + fB bình* standard dev B bình + 2COV(a,b)fAfB

Question 10

write formula of COV, CV, Standard deviation portfolio and single stock, variance portfolio and single Stock

Question 11

standard dev Portfolio

Answer 11

variance portfolio mũ 1/2

Question 12

subjective probability and objective probability, which one has historical data

Answer 12

objective does. subjective no