NO.PZ2019042401000049
问题如下：
A bank's risk analyst is tasked with preparing a report on the relationship between volatility and asset performance over the last three decades. Based on empirical evidence, which of the following statements would the analyst correctly include in the report?
选项：
A.
Currency carry trades generally exhibit poor performance during periods of high volatility.
B.
During times of increasing volatility, all assets are affected positively or negatively, except for risk-free bonds.
C.
The correlation between stock returns and volatility varies based on the stage of the business cycle.
D.
Rising volatility typically leads to an increase in stock returns but a decrease in bond returns.
解释：
A is correct. Currency strategies tend to perform poorly during high volatility periods.B is incorrect. Risk-free bonds typically perform well during periods of high volatility.C is incorrect. The relationship between stock returns and volatility varies regardless of the business cycle stage.D is incorrect. Stock returns also tend to decrease during periods of rising volatility.
这里的c和上一题的c不是一样的说法吗
为什么上一题是对的这一题是错的
