NO.PZ2018070201000132
问题如下:
The definition of asset classes is an important step in the decision of strategic asset allocation, and the correlations of securities in an asset class is generally supposed to be:
选项:
A.equal to the correlations with other asset classes.
B.lower than the correlations with other asset classes.
C.higher than the pairwise correlations with other asset classes.
解释:
C is correct.
When defining asset classes, the homogeneous assets should be contained in the same asset class. So the paired correlations of assets within an asset class should be relatively high, while the paired correlations of assets among different asset classes should be lower.
课件里不是说低于其他资产类别,一类的具有相似性,不同类的相关性不大