李同学2019-02-12 16:08:03

Portfolio diversification is least likely to protect against losses: A during severe market turmoil. B when markets are operating normally. C when the portfolio securities have low return correlation. 查看解析 上一题 下一题 正确答案A 您的答案C本题平均正确率：80% Portfolio perspective难度：一般 推荐：      答案解析 Portfolio diversification has been shown to be relatively ineffective during severe market turmoil. Portfolio diversification is most effective when the securities have low correlation and the markets are operating normally. 请问：C选项，我的理解是 当相关系数很低（可能为-1），这个时候已经完全分散化了，所以不能再分散了，所以选C.