NO.PZ2017092702000071
问题如下：
All else being equal, as the correlation between two assets approaches +1.0, the diversification benefits:
选项：
A.
decrease.
B.
stay the same.
C.
increase.
解释：
A is correct.
As the correlation between two assets approaches +1, diversification benefits decrease. In other words, an increasingly positive correlation indicates an increasingly strong positive linear relationship and fewer diversification benefits.
ρ越大，组合方差σp的平方就越大，也就是风险越大。所以根据题干描述，当ρ逐渐向+1增加时，分散化的效果会越来越差
1.correlation=0,只代表非线性，不代表独立。
2.但两者独立，代表非线性，=0。
3.因为取值范围是-1到1,越靠近1，越强的线性关系，也就代表没有分散化的作用。
