財務管理的套利問題 - 金融業討論

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?
--
http://i.imgur.com/nfZFw26.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?
--
Tags:
金融業
All Comments

By Rebecca
at 2015-11-26T22:34
at 2015-11-26T22:34

By Ethan
at 2015-11-29T09:30
at 2015-11-29T09:30

By Noah
at 2015-12-01T20:25
at 2015-12-01T20:25

By Todd Johnson
at 2015-12-04T07:21
at 2015-12-04T07:21
Related Posts
金管會要八大官股提報告……

By Oscar
at 2015-11-24T11:20
at 2015-11-24T11:20
富邦人壽業務行政系統規劃人員

By Anonymous
at 2015-11-23T21:44
at 2015-11-23T21:44
obu活存可否設質

By Sierra Rose
at 2015-11-23T19:26
at 2015-11-23T19:26
有人對彰銀的答案了嗎

By Rae
at 2015-11-23T12:27
at 2015-11-23T12:27
學士學歷, 如何充實上MA ?

By Frederica
at 2015-11-22T06:57
at 2015-11-22T06:57