单选题 Two portfolios have the same expected rate of return. If these two portfolios are combined on an equally weighted basis, the benefits of diversification are most likely maximized if the portfolios have the same standard deviation and a correlation coefficient of:
A. 0.0
B. -1.0
C. +1.0

【正确答案】 B
【答案解析】[解析] 两个证券的相关系数为-1时,风险分散会最大化。只要两个证券的相关系数不为1,都可以带来分散化投资的好处。