这道题答案错了吧，相关性高应该宽啊，可题目说的是narrower

问题如下：

Bruce suggests narrower corridor widths for asset classes with higher capital gains tax rates and less liquidity, and wider corridor widths for asset classes that has higher correlation with the rest of portfolio.

His suggestion is correct regarding:

选项：

A.

capital gains tax rates

B.

liquidity

C.

correlation

解释：

C is correct

考点：影响rebalancing range的因素

解析： capital gains tax rates越高，corridor widths越宽，因为对于应税投资者，每调整一次都可能被征收capital gains tax。流动性越差，corridor widths越宽，因为流动性差的资产交易成本通常比较高。与其它资产类型的相关性越高，corridor widths越宽，因为资产类型之间有同步性，偏离target  weights的可能性降低。因此C是正确的。