NO.PZ2023021601000007
问题如下：
The portfolio of a risk–free asset and a risky asset has a better risk–return trade–off than investing in only one asset type because the correlation between the risk–free asset and the risky asset is equal to(原版书)选项：
A.– 1.0. B.0.0. C.1.0.解释：
portfolio of the risk–free asset and a risky asset or a portfolio of risky assets can result in a better risk–return trade–off than an investment in only one type of an asset, because the risk–free asset has zero correlation with the risky asset.如题
