mxd_cfa1 · 2017年06月01日
NO.PZ2015121802000023答案中说：a zero-variance portfolio can only be constructed if the correlation coeffecient between assets is -1.
NO.PZ2015121802000028答案中倒数第二行提到：if covariance is zero, then correlation is also zero.
对于这两题的答案不是很理解，variance等于0时，相关系数是0还是-1呢？
第一次提问，第一次操作，实在抱歉，手误把投票点错了。。。。正在想办法修正，谢谢老师回答
NO.PZ2015121802000023问题如下 Whiof the following scriptions of correlation is least accurate?A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero.C.The potentibenefit of versification is increasewith the crease of correlation coefficient.B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1.只有相关系数为-1，组合投资的方差才可能为零吗？
NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. A不是要小于0才有分散的作用吗，如果大于0那假设0.9，也很接近1那不是风险也很高嘛？不是大于0的相关都不是好的资产组合吗
NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. 如题
NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. 通过排除法选了B
NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. 1、是否相关系数越小，分散化效果就越强？2、当相关系数等于-1时，分散化效果最强?3、当相关系数等于1时，分散化是否还仍然有效？
