NO.PZ2020021203000108
问题如下：
Does a basket option become more or less valuable as the correlation between the asset returns in the basket increases?
解释：
As the correlation between the returns increases, a basket option becomes more valuable because large movements in the value of the portfolio become more likely.
一揽子期权，标的物相关性增加，价格越贵，这么理解吧？那为什么一揽子三个标的物那道题，一揽子组合比单个资产单个期权相加的要便宜？
