老师能详细解释一下这道题吗

NO.PZ2015121801000130

问题如下：

Consider the pairwise correlations of monthly returns of the following asset classes:

Based solely on the information in the above table, which equity asset class is most sharply distinguished from US equities?

选项：

Brazilian equities.

European equities.

East Asian equities.

解释：

A is correct.

The correlation between US equities and Brazilian equities is 0.76. The correlations between US equities and East Asian equities and the correlation between US equities and European equities both exceed 0.76. Lower correlations indicate a greater degree of separation between asset classes. Therefore, using solely the data given in the table, returns on Brazilian equities are most sharply distinguished from returns on US equities.

老师能详细解释一下这道题吗

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丹丹_品职答疑助手 · 2021年07月14日

嗨，爱思考的PZer你好：

同学你好，首先题目给了各个国家的各类资产之间的相关关系，题干问的是根据表格，哪种资产可以跟美国股票截然不同，也就是相关系数最低，注意到在表格的最后一行找到US equities，和他的相关系数，最低的就是Brazilian equities.，所以选择a。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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老师能详细解释一下这道题吗

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