问题如下：
If the assets in a portfolio are perfectly correlated, which of the following statements is not correct ?
选项：
A.The portfolio VaR is equal to the sum of each asset's marginal VaR.
B.The portfolio VaR is equal to the undiversified VaR.
C.The portfolio VaR is equal to the sum of each asset's component VaR.
D.There is no diversification effect in this portfolio.
解释：
B is correct.
考点：分散化效果
解析：因为每个资产的相关性都是1，所以整体组合的VaR也就等于undiversified VaR，组合没有分散化效果。
老师，请问能解释下marginal VaR 与component VaR的区别么？
