備考CFA考試需要考生一點一滴的積累,沒有一定的積累是不能很好的掌握CFA知識的,今天小編給你送一道CFA考試題,看看你能不能將其做對呢?
Diversification benefits from adding hedge funds to an equity portfolio may be limited because:
A correlations tend to increase during periods of financial crisis.
B hedge fund returns are less than perfectly correlated with global equities.
C hedge funds tend to perform better when global equity prices are declining.
A Adding hedge funds to traditional portfolios may not provide the expected diversification to an equity portfolio because return correlations tend to increase during periods of financial crisis.
【核心詞匯】
diversification benefit:分散化利益
是指在不用降低投資組合收益率的情況下,降低投資組合風險所得到的利益。
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