c选项解释

NO.PZ2015121802000023

问题如下：

Which of the following descriptions of correlation is least accurate?

选项：

If correlation coefficient is less than 1, diversification can reduce risk

A zero variance portfolio can be constructed when the correlation coefficient is zero.

The potential benefit of diversification is increased with the decrease of correlation coefficient.

解释：

B is correct.

A zero variance portfolio can only be constructed when the correlation coefficient is -1.

只有相关系数为-1，组合投资的方差才可能为零吗？

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Kiko_品职助教 · 2023年10月23日

嗨，从没放弃的小努力你好：

是的。从这幅图可以看出，可以看出，只有当ρ=-1的时候，横轴的σ才有可能为0

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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c选项解释

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