单选题
The statistics for three stocks A, B, and C are shown below. Based only on the information provided, and given a choice between portfolios of equal amounts of stock A and B or B and C,
which portfolio you would recommend?
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Correlation of Returns
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Stock
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A
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B
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C
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A
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1.00
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0.90
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0.50
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B
|
|
1.00
|
0.10
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C
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|
|
1.00
|
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Standard Deviation of Returns
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Stock
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A
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B
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|
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S"dev
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0.40
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0.20
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0.40
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【正确答案】
B
【答案解析】Recall the general formula:
