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2026CFA一级
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GD
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2.考纲讲解
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01-考纲题目详解-数量
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【数量M5】 Portfolio Mathematics-考纲题目讲解
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16.expected value, variance, standard deviation, covariances, and correlations of portfolio returns .sz
17.covariance and correlation of portfolio returns using a joint probability function for returns .sz
18.shortfall risk, the safety-first ratio .sz
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