问题如下图:
选项:
A.
B.
C.
解释:
0到-1不是说明相关性变强了吗?变成负的线性关系,那应该分散化程度变小了呀?
NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. analyst gathers the following information:Whisecurity hthe highest totrisk?
NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 这个问题考的概念是不是就是correlation coefficient的绝对值越大,线性关系越强?
NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 如果说correlation,p 从0 变成了-1 ,虽然说他们之间的相关性变的很强了,但是是inverse的,所以是对投资分散有好处,是这样理解吗?
NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 这个题目这里,variance下降,说明组合versification分散,风险低。但是离散程度跟这个题目有关吗这两个概念有点模糊感谢回答
NO.PZ2018062016000071 问题如下 When the correlation between two stocks creases from 0 to -1, the versification benefit will: A.increase. B.crease. C.remain the same. A is correct. the correlation between two stocks creases, versification effemenhananversification benefit will increase. 我没有看到这个概念的出现,请问分散化和离散化在这里是不是两个概念?这个vers在这里具体的含义是什么?另外,如果按照答案理解,或者您关于前面几个提问的回答,这道题是不是可以理解为\"对冲效果\"最好?