题目
If the daily returns of two assets are positively correlated, then:
选项
A.the covariance of their daily returns must be positive.
B.the covariance of their daily returns must be zero.
C.the covariance of their daily returns must be negative.
D.nothing can be said about the covariance of their daily returns.
答案
A
解析
If variables are positively correlated, the covariance between the Variables will also be positive.如果变量正相关，则变量之间的协方差也将为正。