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Sylvia · 2022年02月10日

为什么不选A

  1. CFA I
  2. Portfolio

NO.PZ2018070201000067

问题如下：

The return projections have been made by Eunice. an analyst from an investment company, for each of the assets with the same probability of occurrence, which combination of two equally-weighted assets has lowest diversification effect?

选项：

A.

Asset A and Asset C.

B.

Asset B and Asset C.

C.

Asset A and Asset B.

解释：

C is correct.

We can also use the calculator to measure the correlation. The correlation between asset B and asset C is -1, between A and B is 0.5, and between A and C is -0.5, the higher correlation, the worse diversification.

为什么不选A,不是更的分散越差嘛

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1 个答案

Kiko_品职助教 · 2022年02月12日

嗨，从没放弃的小努力你好：


相关系数越高的，分散化效果越差，0.5，即A和B。

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