NO.PZ2018062016000071
问题如下:
When the correlation between two stocks decreases from 0 to -1, the diversification benefit will:
选项:
A.increase.
B.decrease.
C.remain the same.
解释:
A is correct. As the correlation between two stocks decreases, diversification effect may enhance and diversification benefit will increase.
0的时候没有线性关系,-1的时候是强线性(相关)关系,照道理没有相关关系分散的效果才会更好把?