问题如下图:请问这道题如何解析呢?为什么会有这样的现象?
选项:
A.
B.
C.
解释:
NO.PZ2015121802000034问题如下the number of stocks in a portfolio increases, the portfolio's systematic risk:A.cincrease or crease.B.creases a creasing rate.C.creases increasing rate.A is correct.When the number of the sotcks in a portfolio increases, unsystematic risk will crease a creasing rate. However, the portfolio's systematic risk will creaseaing lower-beta stocks or increaseaing higher-beta stocks.如果题干问的是总体风险,是不是升降也不一定?要看各股票直接的相关系数,对么?
NO.PZ2015121802000034 问题如下 the number of stocks in a portfolio increases, the portfolio's systematic risk: A.cincrease or crease. B.creases a creasing rate. C.creases increasing rate. A is correct.When the number of the sotcks in a portfolio increases, unsystematic risk will crease a creasing rate. However, the portfolio's systematic risk will creaseaing lower-beta stocks or increaseaing higher-beta stocks. 老师好,讲义里有这么一个图形,所以我记忆的是系统性风险维持不变。
这题说的不是系统性风险吗 是不变的啊
答案的最后一句有没有对应的公式啊?
题目是做对了,但是请问B和C分别是什么意思啊?