李同学2019-02-14 12:47:40

18.单选题 已收藏 标记 纠错 If there is no change in the proportion of each asset held in the portfolio or the expected standard deviation of the individual assets .The correlation between assets in a two–asset portfolio increases during a market decline will mostly cause the volatility of the portfolio to: A decrease. B remain the same. C increase. 查看解析 上一题 下一题 正确答案C 您的答案C本题平均正确率：75% Return measures, properties of returns难度：一般 推荐：      答案解析 Higher correlations will produce less diversification benefits provided that the other components of the portfolio standard deviation do not change (i.e., the weights and standard deviations of the individual assets). 问： 1.“If there is no change in the proportion of each asset held in the portfolio or the expected standard deviation of the individual assets .”这里用的是or，是否能理解为 权重和标准差都保持不变？ 2.market decline是干扰项吗？没用影响？