Emmmmmmmua · 2022年03月18日
NO.PZ2020021002000122
问题如下：
Roll noted that well diversified portfolios are nonetheless highly correlated if the holdings are concentrated within the same asset class. True or false? Explain.
选项：
A.True
B.False
解释：
True
Roll noted that well-diversified portfolios exhibit high correlations when constrained to the same asset class, whereas there is much less correlation when portfolios are diversified across multiple asset classes.
请问这里的Roll 是什么？人名吗
NO.PZ2020021002000122 问题如下 Roll notethwell versifieportfolios are nonetheless highly correlateif the holngs are concentratewithin the same asset class. True or false? Explain. A.True B.False TrueRoll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.中文解析Roll指出，当限制于某一资产类别时，分散的投资组合表现出高度相关性。而当投资组合在多个资产类别中进行分散投资时，相关性要小得多。本题选 没有明白题目意思
NO.PZ2020021002000122问题如下Roll notethwell versifieportfolios are nonetheless highly correlateif the holngs are concentratewithin the same asset class. True or false? Explain.A.TrueB.FalseTrueRoll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.这个题干是啥意思，麻烦老师翻译一下
False True Roll notethwell-versifieportfolios exhibit high correlations when constraineto the same asset class, wherethere is muless correlation when portfolios are versifieacross multiple asset classes.老师你好，这题如何理解？谢谢
