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小作孩 · 2019年02月04日

问一道题:NO.PZ201710200200000103 第3小题

* 问题详情,请 查看题干

问题如下图:

    

选项:

A.

B.

C.

解释:


The question didn't say anything about "within an asset class", but asking about "asset classes". Why not Diversify?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2019年02月13日

Diversify指的是资产大类之间的相关性系数不能太高这样的性质。题目没有提到全球投资级公司债与房地产之间相关性,提到的是equity&derivative之间相关性高。

而房地产,显然不属于债券这一资产类型。人属于灵长类,这样的性质是homogeneous; 金鱼不属于灵长类,这是non-homogeneous。

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