题目
A portfolio contains only two assets. The first asset (a) has volatility of 9.0% and the second asset (b) has volatility of 16.0%. If the assets are uncorrelated, what is nearest to the weight in the first asset (a) in the minimum variance portfolio?
选项
A.43.75%
B.56.25%
C.75.96%
D.100.0%
答案
C
解析
「huixue_img/importSubject/1564170576648605696.jpeg」