American_Bankers_Association
CTFA · Question #82
A statistical measure of the degree to which two variables (e.g., securities' returns) move together is:
The correct answer is C. Co-variance. See the full explanation below for the reasoning.
Investment Management
Question
A statistical measure of the degree to which two variables (e.g., securities' returns) move together is:
Options
- ACoefficient of variation
- BVariance
- CCo-variance
- DCertainty equivalent
How the community answered
(33 responses)- A12% (4)
- B6% (2)
- C79% (26)
- D3% (1)
Topics
#covariance#portfolio statistics#return correlation#risk measures
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