No.PZ2018070201000076 (选择题)
来源:
If the portfolio consisted of a risk-free asset and a risky asset has a better risk-return tradeoff than the portfolio with only one asset type, what's the correlation between the risk-free asset and the risky asset?
您的回答A, 正确答案是: B
A
不正确−1.0.
B
0.0.
C
1.0.
数据统计(全部)
做对次数: 1214
做错次数: 565
正确率: 68.24%
数据统计(个人)
做对次数: 0
做错次数: 0
正确率: 0%
解析
B is correct.
When correlation between risk-free asset and risky assets are zero, the return-risk trade off of the portfolio investing in risk-free assets and risky assets is better than that only investing in risky assets.
老师这道题为什么不是-1？
