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NO.PZ2017092702000071

问题如下：

All else being equal, as the correlation between two assets approaches +1.0, the diversification benefits:

选项：

decrease.

stay the same.

increase.

解释：

A is correct.

As the correlation between two assets approaches +1, diversification benefits decrease. In other words, an increasingly positive correlation indicates an increasingly strong positive linear relationship and fewer diversification benefits.

ρ越大，组合方差σp的平方就越大，也就是风险越大。所以根据题干描述，当ρ逐渐向+1增加时，分散化的效果会越来越差

老师可以把方差标准差 correlation这些特殊符号给我分别打出来一下吗？还有其他会出现的特殊符号。我每次看见那些特殊符号都不知道什么是什么

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星星_品职助教 · 2022年12月01日

同学你好，

1）总体标准差为σ，方差为σ的平方。如果是资产组合，则在σ后面加一个p的下标，代表这是“portfolio”的情况。

2）样本方差/标准差用s，

3）总体相关系数为ρ（一般情况，也有特例情况用r）

样本相关系数为r，

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