李同学2019-02-14 12:31:49

15.单选题 已收藏 标记 纠错 Compared to investing in only one asset type, the portfolio of a risk–free asset and a risky asset has a better risk–return trade–off because the correlation between the risk–free asset and the risky asset is equal to A 0.0 B 1.0 C -1.0 查看解析 上一题 下一题 正确答案A 您的答案A本题平均正确率：70% Return measures, properties of returns难度：一般 推荐：      答案解析 portfolio of the risk–free asset and a risky asset or a portfolio of risky assets can result in a better risk–return trade–off than an investment in only one type of an asset, because the risk–free asset has zero correlation with the risky asset. 请问： 1.“because the risk–free asset has zero correlation with the risky asset.”这里的risky as set是EF上的任意一个点，还是整个坐标系内的任意一点？ 2.这个结论 即：Rf与任意一点的相关系数为0 ，可否解释一下（用图或者用公式） PS:请按问题顺序回答 谢谢