单选题
Which of the following statements about portfolio risk is true?
A、
In the absence of perfectly positive correlation, a portfolio will always have lower risk than the average risk of the component assets.
B、
In the absence of perfectly positive correlation, a portfolio will always have lower risk than the risk of each of the component assets.
C、
In the absence of perfectly negative correlation, a portfolio will always have lower risk than the risk of each of the component assets.
【正确答案】
A
【答案解析】
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