短期REITs和股票的的相关性高，长期不高啊

问题如下：

Are Nguyen’s comments to Thompson regarding the results of a potential reallocation from fixed income to real estate most likely correct?

选项：

A.Yes, she is correct. B.No, she is incorrect regarding the liquidity. C.No, she is incorrect regarding the diversification benefits.

解释：

Solution

C is correct. Public real estate has had a fairly high, positive correlation with equities, as well as a high, positive equity beta. In contrast, fixed income has broadly had a negative correlation with equity and a small but negative equity beta. Switching from fixed income to real estate will likely decrease portfolio diversification and increase return volatility.

A is incorrect. Nguyen is incorrect regarding the diversification benefits.

B is incorrect. Public real estate investment is highly liquid.