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XiaoT · 2017年05月02日

问一道题:NO.PZ2015121801000068 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

这里risk reduction要怎么理解呢?

1 个答案

源_品职助教 · 2017年05月03日

两两资产之间的相关系数越高,那么分散化效果越差,于是RISK REDUNTION也就越小。

XiaoT · 2017年05月05日

risk reduntion是啥意思?

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