[单选题]

A portfolio contains equal weights of two securities having the same standard deviation. If the correlation between the returns of the two securities was to decrease, the portfolio risk would most likely:

A.Remain the same.

B.increase.

C.decrease.

参考答案与解析:

相关试题

A portfolio contains equal weights of two securities having the same standard deviation.If the corre

[单选题]A portfolio contains equal weights of two securities having the same standa

  • 查看答案
  • The index weighting that results in portfolio weights shifting away from securities that have increa

    [单选题]The index weighting that results in portfolio weights shifting away from se

  • 查看答案
  • The index weighting that results in portfolio weights shifting away from securities that have increa

    [单选题]The index weighting that results in portfolio weights shifting away from se

  • 查看答案
  • The index weighting that results in portfolio weights shifting away from securities that have increa

    [单选题]The index weighting that results in portfolio weights shifting away from se

  • 查看答案
  • Ira stock's beta is equal to 2, its standard deviation of returns is 28%, and the standard devi

    [单选题]Ira stock's beta is equal to 2, its standard deviation of returns is 28%, a

  • 查看答案
  • All else equal, as the correlation of returns among a set of securities decrease, will a portfolio c

    [单选题]All else equal, as the correlation of returns among a set of securities dec

  • 查看答案
  • The probability that a normally distributed random variable will be more than two standard deviation

    [单选题]The probability that a normally distributed random variable will be more th

  • 查看答案
  • Condider a portfolio with two assets. Asset A compnses 25% of the portfolio and has a standard devia

    [单选题]Condider a portfolio with two assets. Asset A compnses 25% of the portfolio

  • 查看答案
  • Consider a portfolio with two assets. Asset A comprises 25% of the portfolio and has a standard devi

    [单选题]Consider a portfolio with two assets. Asset A comprises 25% of the portfoli

  • 查看答案
  • standard deviation

    [名词解释] standard deviation

  • 查看答案
  • A portfolio contains equal weights of two securities having the same standard deviation. If the corr