Not really sure why A is incorrect
郭静_品职助教 · 2021年05月10日
嗨,从没放弃的小努力你好:
The overlaps seen in the picture blow help explain the correlation of equity and credit assets. Modeling using asset classes as the unit of analysis tends to obscure the portfolio’s sensitivity to overlapping risk factors, such as inflation risk in this example.So, there is overlap in sourses of risk, A is incorrect.
----------------------------------------------努力的时光都是限量版,加油!