问题如下:
The portfolio of a risk-free asset and a risky asset has a better risk-return tradeoff than investing in only one asset type because the correlation between the risk-free asset and the risky asset is equal to:
选项:
A. −1.0.
B. 0.0.
C. 1.0.
解释:
B is correct.
A portfolio of the risk-free asset and a risky asset or a portfolio of risky assets can result in a better risk-return tradeoff than an investment in only one type of an asset, because the risk-free asset has zero correlation with the risky asset.
这个tradeoff不应该是-1的相关性吗