NO.PZ2015121801000132
问题如下:
In defining asset classes as part of the strategic asset allocation decision, pairwise correlations within asset classes should generally be:
选项:
A.equal to correlations among asset classes.
B.lower than correlations among asset classes.
C.higher than correlations among asset classes.
解释:
C is correct.
As the reading states, "an asset class should contain homogeneous assets… paired correlations of securities would be high within an asset class, but should be lower versus securities in other asset classes."
没明白啥意思呢?能具体讲一下吗