开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

ruby5ltc · 2022年06月07日

请问

  1. CFA I
  2. Portfolio

NO.PZ2015121802000023

问题如下：

Which of the following descriptions of correlation is least accurate?

选项：

A.

If correlation coefficient is less than 1, diversification can reduce risk 

B.

A zero variance portfolio can be constructed when the correlation coefficient is zero.

C.

The potential benefit of diversification is increased with the decrease of correlation coefficient.

解释：

B is correct.

A zero variance portfolio can only be constructed when the correlation coefficient is -1.

1、是否相关系数越小，分散化效果就越强？

2、当相关系数等于-1时，分散化效果最强?

3、当相关系数等于1时，分散化是否还仍然有效？

添加评论
1 个答案

Kiko_品职助教 · 2022年06月07日

嗨，努力学习的PZer你好：


1.是的。

2.是的。

3.无效。

----------------------------------------------
加油吧，让我们一起遇见更好的自己！

  • 1

    回答

  • 0

    关注

  • 446

    浏览
相关问题

NO.PZ2015121802000023问题如下 Whiof the following scriptions of correlation is least accurate?A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero.C.The potentibenefit of versification is increasewith the crease of correlation coefficient.B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1.只有相关系数为-1，组合投资的方差才可能为零吗？

2023-10-21 12:24 1 · 回答

NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. A不是要小于0才有分散的作用吗，如果大于0那假设0.9，也很接近1那不是风险也很高嘛？不是大于0的相关都不是好的资产组合吗

2022-12-01 22:59 1 · 回答

NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. 如题

2022-11-29 23:24 1 · 回答

NO.PZ2015121802000023 问题如下 Whiof the following scriptions of correlation is least accurate? A.If correlation coefficient is less th1, versification crerisk B.A zero varianportfolio cconstructewhen the correlation coefficient is zero. C.The potentibenefit of versification is increasewith the crease of correlation coefficient. B is correct.A zero varianportfolio conly constructewhen the correlation coefficient is -1. 通过排除法选了B

2022-08-16 22:39 1 · 回答