请问c选项为什么不对
问题如下图：
选项：
A. 
B. 
C. 
解释：
发亮_品职助教 · 2019年02月15日
这道题涉及到的题干如下：
所以这个Bond portfolio一共有三个目标：
目标1：满足未来负债；
目标2：保护期间利息现金流受到通胀的影响；
目标3：降低与股权积基金的相关系数，Correlation；
与C选项相关的信息是目标3，以及题干中还有以下相关信息：
当前基金中债券与股票的相关系数是0.14。
Strategy 1：债券与股票的相关系数是-0.15
Strategy 2：债券与股票的相关系数是-0.10
首先Strategy 1和Strategy 2里面的债券，都可以用来帮助降低基金中债券与股票的相关性，因为两个策略里面债券与股票的Correlation都是负数，是小于现在基金中正相关系数0.14的；
第二就是Strategy 1的相关系数更小，是-0.15，而Strategy 2中债券与股票的相关系数相对大一点是-0.10，这就意味着用Strategy 1来降低债券与股票之间的相关系数效果是要好于Strategy 2的。
所以C选项正好说反了。题干是问Strategy 2在哪方面是优于Strategy 1，而C选项是说降低债券和股票之间的相关系数，显然刚好说反了。
NO.PZ201812020100000202问题如下 Strategy 2 is most likely preferreto Strategy 1 for meeting the objective of:A.protecting inflation.B.funng future liabilities.C.minimizing the correlation of the funs mestic bonportfolio anequity portfolio. A is correct.Floating-coupon bon provi inflation protection for the interest income because the referenrate shoulaust for inflation. The purchase of fixecoupon bon outlinein Strategy 1 provis no protection against inflation for either interest or principal. Strategy 1 woulinstesuperior to Strategy 2 in funng future liabilities (better prectability to the amount of cash flows) anrecing the correlation between the funs mestic bonportfolio anequity portfolio (better versification). 应该选 strategy 1不是浮动coupon怎么proteinflation呢
NO.PZ201812020100000202 问题如下 Strategy 2 is most likely preferreto Strategy 1 for meeting the objective of: A.protecting inflation. B.funng future liabilities. C.minimizing the correlation of the funs mestic bonportfolio anequity portfolio. A is correct.Floating-coupon bon provi inflation protection for the interest income because the referenrate shoulaust for inflation. The purchase of fixecoupon bon outlinein Strategy 1 provis no protection against inflation for either interest or principal. Strategy 1 woulinstesuperior to Strategy 2 in funng future liabilities (better prectability to the amount of cash flows) anrecing the correlation between the funs mestic bonportfolio anequity portfolio (better versification). 看到有问必答有个同学提的关于策略1的问题，正好想确认下Strategy 1 woulinstesuperior to Strategy 2 in funng future liabilities (better prectability to the amount of cash flows)，这句话是否可以理解为购买久期2年的公司债相对于1个月的国债来说，未来的现金流收入更有确定性（久期更长的公司债coupon收益是更加确定的~，而1个月后国债就到期了，所以我们还需要继续做其他策略，来满足funng future liabilitieis）？如果是的话，这里的前提假设应该是持有到期的策略？
NO.PZ201812020100000202 问题如下 Strategy 2 is most likely preferreto Strategy 1 for meeting the objective of: A.protecting inflation. B.funng future liabilities. C.minimizing the correlation of the funs mestic bonportfolio anequity portfolio. A is correct.Floating-coupon bon provi inflation protection for the interest income because the referenrate shoulaust for inflation. The purchase of fixecoupon bon outlinein Strategy 1 provis no protection against inflation for either interest or principal. Strategy 1 woulinstesuperior to Strategy 2 in funng future liabilities (better prectability to the amount of cash flows) anrecing the correlation between the funs mestic bonportfolio anequity portfolio (better versification). 为什么Strategy 1能够更好满足目标1未来的负债
NO.PZ201812020100000202 funng future liabilities. minimizing the correlation of the funs mestic bonportfolio anequity portfolio. A is correct. Floating-coupon bon provi inflation protection for the interest income because the referenrate shoulaust for inflation. The purchase of fixecoupon bon outlinein Strategy 1 provis no protection against inflation for either interest or principal. Strategy 1 woulinstesuperior to Strategy 2 in funng future liabilities (better prectability to the amount of cash flows) anrecing the correlation between the funs mestic bonportfolio anequity portfolio (better versification).correlation大小我记得是看绝对值的呀？所以我认为是strategy2的correlation更小。因为0.1小于0.15
NO.PZ201812020100000202 请问B为什么不对，是因为期限长短的原因吗？