Crystallee2020-03-14 02:30:06
An investor is most likely to consider adding alternative investments to a traditional investment portfolio because: A. of their historically higher returns. B. of their historically lower standard deviation of returns. C. their inclusion is expected to reduce the portfolio's Sharp ratio. 请老师帮忙解析本题,感谢~
回答(1)
Vicky2020-03-16 10:32:01
同学你好,
加入另类投资进传统组合的原因是因为他收益高,并且与传统投资的相关性低。因此可以分散风险。因此选A
另类投资本身的风险是很高的,标准差和夏普比例不适合来衡量另类投资,因此B,C不能选。
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