问题如下图:
选项:
A.
B.
C. 请问A为什么不对 题目说了 equity和derivatives的相关性是0.95 所以违反diversifying 因此为啥不选A??
解释:
NO.PZ2018110601000003问题如下 Richar a junior financianalyst, lists the following asset class specifications. Equity: US equities annon-US equities bt: US investment-gra corporate bon anreestate rivatives: mainly the small-cmestic equities As you are Richars supervisor, you notithe correlation on asset class returns on equity anrivatives is 0.95, while the asset class returns on have a very low correlation with equity anrivative returns. The asset class specifications for are inappropriate because: asset classes shoulversifying asset classes shoulmutually exclusive asset within asset class shoulrelatively homogeneous. C is correct. 考点:asset class的分类原则 解析:在bt这个资产类型内部,包含了美国投资级别债券和房地产,但是这两种产品的性质是不相同的,违反了homogeneous这个分类原则。 单看b,equity和rivative包含的都是equity呀,这不是违反了mutuexclusive吗?
NO.PZ2018110601000003 asset classes shoulmutually exclusive asset within asset class shoulrelatively homogeneous. C is correct. 考点asset class的分类原则 解析在bt这个资产类型内部,包含了美国投资级别债券和房地产,但是这两种产品的性质是不相同的,违反了homogeneous这个分类原则。 这个correlation 说的是asset class相互之间的对吧?比如equity和bt之间
问一道题:NO.PZ2018110601000003
请问在固定收益类里包括了房地产,是不是违反互斥性原则?谢谢