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Susie · 2023年03月29日

这题没理解考啥?

NO.PZ2022081802000077

问题如下:

Question In a strategic asset allocation, assets within a specific asset class are least likely to have:

选项:

A.low paired correlations. B.low correlations with other asset classes. C.similar risk and return expectations.

解释:

Solution

A is correct. In a strategic asset allocation, assets within a specific asset class have high paired correlations and low correlations with other asset classes.

B is incorrect. Assets within a specific asset class will have low correlations with assets in other asset classes.

C is incorrect. Assets within a specific asset class share similar risk and return expectations.



1 个答案

pzqa27 · 2023年03月29日

嗨,从没放弃的小努力你好:


这个题考察的是资产分类的原则,资产分类应当遵循下图的原则,大类与大类之间的相关系数越低越好

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