財務管理的套利問題 - 金融業討論
![Thomas avatar](/img/cat5.jpg)
By Thomas
at 2015-11-24T11:39
at 2015-11-24T11:39
Table of Contents
不好意思我剛應該ㄧ次問完的....orz
http://i.imgur.com/nfZFw26.jpg
http://i.imgur.com/YMhN2Zi.jpg
請問
為什麼投資組合的系統風險會為0?
是因為套利組合中所有證券權數合計為0的關係嗎?
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http://i.imgur.com/nfZFw26.jpg
![](https://cache.ptt.cc/c/https/i.imgur.com/nfZFw26l.jpg?e=1642037237&s=LGfMw4tk4_6GMSussQyWng)
![](https://cache.ptt.cc/c/https/i.imgur.com/YMhN2Zil.jpg?e=1642038883&s=HzR-QuhWB1S4o_HtMvGhFA)
請問
為什麼投資組合的系統風險會為0?
是因為套利組合中所有證券權數合計為0的關係嗎?
--
Tags:
金融業
All Comments
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By Rebecca
at 2015-11-26T22:34
at 2015-11-26T22:34
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By Ethan
at 2015-11-29T09:30
at 2015-11-29T09:30
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By Noah
at 2015-12-01T20:25
at 2015-12-01T20:25
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By Todd Johnson
at 2015-12-04T07:21
at 2015-12-04T07:21
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