NO.PZ202212280100001102
问题如下:
Raye believes the previous adviser’s asset class specifications for equity and derivatives are inappropriate given that, for purposes of asset allocation, asset classes should be:
选项:
A.
diversifying.
B.
mutually exclusive.
C.
relatively homogeneous.
解释:
A is correct. For risk control purposes, an asset class should be diversifying and should not have extremely high expected correlations with other classes. Because the returns to the equity and the derivatives asset classes are noted as being highly correlated, inclusion of both asset classes will result in duplication of risk exposures. Including both asset classes is not diversifying to the asset allocation.
如题,为什么不是B mutually exclusive呢?