题目
The potential benefits of allocating a portion of a portfolio to alternative investments include:
选项
A.ease of manager selection.
B.improvement in the portfolio’s risk–return relationship.
C.accessible and reliable measures of risk and return.
答案
B
解析
B is correct. Adding alternative investments to a portfolio may provide diversification benefits because of these investments’ less than perfect correlation with other assets in the portfolio. As a result, allocating a portion of one’s funds to alternatives could potentially result in an improved risk–return relationship. Challenges to allocating a portion of a portfolio to alternative investments include obtaining reliable measures of risk and return as well as selecting portfolio managers for the alternative investments. ：B是正确的。由于这些投资与投资组合中的其他资产之间的相关性不够完美，因此向投资组合中添加替代投资可能会带来多元化收益。因此，将一部分资金分配给替代品可能会改善风险回报关系。将投资组合的一部分分配给另类投资的挑战包括获得可靠的风险和回报指标，以及为另类投资选择投资组合经理。