Other general comments were noted about asset classes, but Fox could not recall their sources:
- Emerging market equities should not be considered a separate asset class from global equities.
- Asset classes differ from strategies in offering a non–skill-based ex ante expected return premium.
- Asset classes should be defined in such a way that there is no overlap in sources of risk.
Question
In the general comments about asset classes that Fox noted, the most accurate comment is the one regarding:
- the overlap of sources of risk.
- emerging markets.
- the return premiums from asset classes.
为什么选项B不对?