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

游客2025-06-20 34

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。

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