FrankSun · 2019年12月21日
问题如下：
Which of the following descriptions of correlation is least accurate?
选项：
A.If correlation coefficient is less than 1, diversification can reduce risk
B.A zero variance portfolio can be constructed when the correlation coefficient is zero.
C.The potential benefit of diversification is increased with the decrease of correlation coefficient.
解释：
B is correct.
A zero variance portfolio can only be constructed when the correlation coefficient is -1.
当p等于1时，为最大，那么减少，肯定减少啊 。为什么c是正确的？
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？
