If the expected returns of two risky assets have a perfect negative correlation, then risk

admin2011-01-24 113

问题 If the expected returns of two risky assets have a perfect negative correlation, then risk

选项 A、is increased
B、is unaffected
C、falls to zero
D、is reduced by one-half

答案C

解析答案为C项。negative correlation“负相关”。如果两个风险资产的预期收益率是完全负相关的，那该资产组合的风险为零。故本题选C项。

转载请注明原文地址:https://kaotiyun.com/show/UlYd777K

FECT综合（现代金融业务）

相关试题推荐

随机试题

最新回复(0)