Terry
2017-11-25 22:33Q. In the context of strategic asset allocation, adding asset classes with low correlation will most likely improve a portfolio’s risk–return trade-off as long as the stand-alone risk of the added asset class: A does not exceed its diversification effect. B equals its diversification effect. C exceeds its diversification effect. why? Thanks
所屬:CFA Level I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
金程教育顧老師助教
2017-11-27 13:49
該回答已被題主采納
學員你好,風險分散的效果要比帶來的風險要多,說明新增加這個資產(chǎn)對提高整個組合的risk-return trade-off是有利的。
