【FRM每日一题】一级:风险管理&定量
备考FRM一级 | 2015-12-10
Suppose that the correlation of the return of a portfolio with the return of its benchmark is 0.75, the volatility of the return of the benchmark is 3%, and the volatility of the return of the portfolio is 4%. What is the beta of the portfolio? A.1.00
B.0.56
C.0.75
D.-1.00
Answer: A
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Answer: A
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相关标签 FRM一级