A-A+
If the expected returns of two risky assets ha
问题详情
If the expected returns of two risky assets have a perfect negative correlation, then risk
A.is increased
B.is unaffected
C.falls to zero
D.is reduced by one-half请帮忙给出正确答案和分析,谢谢!
参考答案
正确答案:C
解析:答案为C项。negativecorrelation“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。