问题如下图:请问volatility of the portfolio是什么意思?是等于组合方差吗?
选项:
A.
B.
C.
解释:
NO.PZ2015121801000065 问题如下 The correlation between assets in a two-asset portfolio increases ring a market cline. If there is no change in the proportion of eaasset helin the portfolio or the expectestanrviation of the inviassets, the volatility of the portfolio is most likely to: A.increase. B.crease. C.remain the same. A is correct.Higher correlations will proless versification benefits proviththe other components of the portfolio stanrviation not change (i.e., the weights anstanrviations of the inviassets). volitility不是变动吗,如果相关性下降,证明风险小了,变动应该小,组合很稳定才对啊
题目第一句话的最后一个单词什么意思?a market cline
老师您好 这道题目考察的知识点是哪个呢?感谢解答
high correlation proless versification, volatility of the portfolio 不是应该下降吗?