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:
SolutionA 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.