第34题: [单项选择]What trouble does the woman have A. It’s becoming fine. B. It’s going to rain. C. It’s going to snow. 参考答案:C 答案解析:[听力原文] M: It seems that it’s going to snow. F: Certainly. The sky is getting darker.
第35题: [单项选择]假设A资产的预期收益率为10%,标准差为8.7%;B资产的预期收益率为8%,标准差为8.4%,A和B的协方差为-0.0024,那么A和B组成的最小方差组合中投资B的比重为( )。 A. 49% B. 51% C. 45% D. 55% 参考答案:B 答案解析: [解析]
由最小方差组合的公式,投资B的比重=(8.7%2+0.0024)/(8.7%2+8.4%2+2×0.0024)=51.32%。