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题目解析

You have identified the following parameters for a portfolio of two risky stocks, stock X and Y:

Unexpected lossX = $1,000
Unexpected lossY = $500
Unexpected lossPortfolio = $1,323
CorrelationX,Y = 0.5

The risk contribution (RC) of asset X and Y, respectively, are closest to:

RCX RCY


A.
$472 $756

B.
$750 $750

C.
$1,654 $2,646

D.
$945 $378