【正确答案】
A
【答案解析】The key to this question is the statement that the standard deviations of A and B are equal. Recall the general expression for the standard deviation of a two-asset portfolio: [*] You only have to worry about ρ1,2; since it is less than +1 the portfolio o- will fall. You can think of the portfolio as risky asset 1 and the added asset as asset 2.