volatility什么意思

问题如下：

As the market decline, the correlation between assets in a two-asset portfolio increase. If the assets weighting and the expected standard deviation of individual assets do not change. Which of the following options is most correct about the volatility of a portfolio?

选项：

A.

the volatility of the portfolio will increase.

B.

the volatility of the portfolio will decrease.

C.

the volatility of the portfolio will remain the same.

解释：

A is correct.

If the weighting and standard deviation of the portfolio remain unchanged, higher correlation will result in smaller diversification benefits.