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wqd57d · 2018年03月17日

问一道题:NO.PZ2017092702000071 [ CFA I ]

correlation趋近1,和diversification有啥关系?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

源_品职助教 · 2018年03月18日


correlation趋近1代表资产之间容易发生同涨同跌的情况。那么投资者想要的通过分散化降低资产同涨同跌的好处就会减小。


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