74 In the context of strategic asset allocation, adding asset classes with low correlation will most likely improve a portfolio’s risk–return trade-off as long as the stand-alone risk of the added asset class:
A does not exceed its diversification effect.
B equals its diversification effect.
C exceeds its diversification effect.
老师, 提高risk-return的效果,不就是增强 diversification effect了吗?难道是没有关系的?
