单选题 An analyst does research about correlation. In a portfolio of two risky securities, the portfolio risk is maximized when the two securities are.
A. uncorrelated.
B. perfectly positively correlated.
C. perfectly negatively correlated.

【正确答案】 B
【答案解析】[解析] 当投资组合中的两项资产的相关系数为1时，是完全正相关，此时风险最大。