√完了しました！ ƒ}ƒCƒNƒ‰ ƒ[ƒv ƒXƒCƒbƒ` 221657-C a n d l e b o x c o v e r m e
σ= E(εT ε)o a o = E(ε εb – ε) = Eu(,x – yβ,x – ε)o ∴ F = σdA F = Eu(,x – yβ,x – ε)o dA F = u,x EA d β,x yE A d εoEAd M = yσdA M = yE u(,x – yβ,x – ε)o dA M = u,x yE A β,x y d 2 EA d yε d oEA X$ yE A d = 0 % F = u,x EA d εoEAd M = β,x y d yεoEA 2 EA dN= (A~ B~) in which the unknown proportionality constant has been introduced so as serve for the above solutions to hold true with no loss in generality Thus, one has ~F = A~ (B~ C~) = n (A~ C~)B~ (A~ B~)C~ o Selecting arbitrarily A~ = ^k, B~ = ^j, and C~ = k^, for instance, and substituting in the above equality, one obtains = 1Comparative Hypothetical and Historical Total Returns (%), Volatility (%) and Correlation September 30, 13 3 Year 5 Year 10 Year 10 Year 3 Year 5 Year 10 Year Annualized Annualized Annualized Annualized 10 Year 10 Year Average Average Average Return Return Return Volatility Sharpe Ratio Correlation Leverage Leverage Leverage ETF Efficiente DS 5 Index 44% 68% 61% Practice Questions On B And B Trees Geeksforgeeks C a
