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摩羯大小姐 · 2022年01月03日

这个是哪个知识点呢

NO.PZ2015121801000132

问题如下:

In defining asset classes as part of the strategic asset allocation decision, pairwise correlations within asset classes should generally be:

选项:

A.

equal to correlations among asset classes.

B.

lower than correlations among asset classes.

C.

higher than correlations among asset classes.

解释:

C  is correct.

As the reading states, "an asset class should contain homogeneous assets… paired correlations of securities would be high within an asset class, but should be lower versus securities in other asset classes."

这个知识点在讲义的什么地方
1 个答案

Kiko_品职助教 · 2022年01月04日

嗨,从没放弃的小努力你好:


基础班讲义90页

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努力的时光都是限量版,加油!