题目
All else being equal, as the correlation between two assets approaches +1.0, the diversification benefits:
选项
A.decrease.
B.stay the same.
C.increase.
答案
A
解析
： A is correct. As the correlation between two assets approaches +1, diversification benefits decrease. In other words, an increasingly positive correlation indicates an increasingly strong positive linear relationship and fewer diversification benefits. ： A正确。 当两种资产的相关性趋近于 ＋1时，多元化收益降低。也就是说，正相关越强，说明正线性关系越强，多元化收益越少。