NO.PZ2018062016000071
问题如下:
When the correlation between two stocks decreases from 0 to -1, the diversification benefit will:
选项:
A.increase.
B.decrease.
C.remain the same.
解释:
A is correct. As the correlation between two stocks decreases, diversification effect may enhance and diversification benefit will increase.
这个题目这里,variance下降,说明组合diversification分散,风险低。
但是离散程度跟这个题目有关吗
这两个概念有点模糊
感谢回答