NO.PZ2022123001000057
问题如下:
All else being equal, as the correlation between twoassets approaches +1.0, the diversification benefits:
选项:
A.decrease
B.stay the same
C.increase
解释:
As the correlation between two assets approaches +1,diversification benefits decrease. In other words, an increasingly positivecorrelation indicates an increasingly strong positive linear relationship andfewer diversification benefits.
两个资产关系为1,为什么要讨论资产多元化?