NO.PZ2023021601000005
问题如下：
A portfolio contains equal weights of two securities having the same standard deviation. If the correlation between the returns of the two securities was to decrease, the portfolio risk would most likely: (mock)选项：
A.remain the same.
B.increase.
C.decrease.
解释：
The formula for the return standard deviation (risk) of a two asset portfolio is
The formula for portfolio risk shows that portfolio risk decreases as the correlation decreases.
老师 请问相关系数变小说明两种产品的关联性变大还是变小？
