问题如下图：
选项：
A. 
B. 
C. 
老师问下这道题 相关系数增大 那不是组合风险大了吗 分散化变小 不是选b嘛？ 解释：
NO.PZ2018070201000065 问题如下 the market cline, the correlation between assets in a two-asset portfolio increase. If the assets weighting anthe expectestanrviation of inviassets not change. Whiof the following options is most correabout the volatility of a portfolio? A.the volatility of the portfolio will increase. B.the volatility of the portfolio will crease. C.the volatility of the portfolio will remain the same. A is correct.If the weighting anstanrviation of the portfolio remain unchange higher correlation will result in smaller versification benefits. 发现变大不是不合理吗，这不应该选B减小吗
the volatility of the portfolio will crease. the volatility of the portfolio will remain the same. A is correct. If the weighting anstanrviation of the portfolio remain unchange higher correlation will result in smaller versification benefits. 这个考的什么知识点… 完全不知道
