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FrankSun · 2019年12月21日

问一道题:NO.PZ2015121802000023

问题如下:

Which of the following descriptions of correlation is least accurate?

选项:

A.

If correlation coefficient is less than 1, diversification can reduce risk 

B.

A zero variance portfolio can be constructed when the correlation coefficient is zero.

C.

The potential benefit of diversification is increased with the decrease of correlation coefficient.

解释:

B is correct.

A zero variance portfolio can only be constructed when the correlation coefficient is -1.

B正确的原因是?

1 个答案
已采纳答案

星星_品职助教 · 2019年12月22日

同学你好,

 在你的另一个问题下并回复了。

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