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.
如果说correlation,p 从0 变成了-1 ,虽然说他们之间的相关性变的很强了,但是是inverse的,所以是对投资分散有好处,是这样理解吗?