关于第一条
Private equity has low correlation with public equity ,so it can greatly contribute to a portfolio's ability to diversity risk.
老师视频中说错误的原因是PE 与public的correlation 并不低,但强化班讲义上写了PE 的 roles in portfolio 中有一条就是 ability to achieve sufficient diversification 而且老师上课还讲了是与stock, bond的diversification。
所以,我感这条错的原因应该是大前提错了 因为上面题干说add pe to a pension fund, pension 的risk tolarance 比较低,不能投PE.
而PE与public equity 的correlation本身应还是低的,以强化班老师讲的为准吧?
thanks