单选题

In a strategic asset allocation, assets within a specific asset class are least likely to have:

A、 low paired correlations.
B、 high paired correlations.
C、 low correlations with other asset classes.

【正确答案】 A

【答案解析】

A is correct. In a strategic asset allocation, assets within a specific asset class will have high paired correlations and low correlations with assets in other asset classes.