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。