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  3. According to diversification principle in investment, suppose you invest Stock X and Stock Y with equal funds, which of the foll

According to diversification principle in investment, suppose you invest Stock X and Stock Y with equal funds, which of the foll

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问题 According to diversification principle in investment, suppose you invest Stock X and Stock Y with equal funds, which of the following is not true?______.
选项 A、If X and Y are perfectly negatively correlated, the risk of the portfolio is neither reduced nor increased.
B、If X and Y are perfectly negatively correlated, the risk of the portfolio is perfectly offset.
C、If X and Y are perfectly positively correlated, the risk of the portfolio is neither reduced nor increased.
D、If X and Y are totally independent with each other, the risk of the portfolio is reduced.
答案A
解析 答案为A项。投资分散理论认为，如果两种股票完全负相关，组合的风险被全部抵销；如果两种股票完全正相关，组合的风险不减少也不扩大；投资组合可以降低风险。一般而言，股票的种类越多，风险越少。两种互不相关的股票组成投资组合可以降低风险。本题中只有A项的论述不正确，故选A项。
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本试题收录于： FECT综合（现代金融业务）题库金融英语（FECT）分类
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