[单选题]

All else equal, as the correlation of returns among a set of securities decrease, will a portfolio composed of those securities most likely experience an increase in expected:
  Return?      Risk?

A.Yes       No

B.Yes       Yes

C.No        No

参考答案与解析:

相关试题

All else being equal, are impairment writedowns of long term asset associated with decrease in the c

[单选题]All else being equal, are impairment writedowns of long term asset associat

  • 查看答案
  • A correlation matrix of the returns for securities A, B, and C is reported below:<br /><img

    [单选题]A correlation matrix of the returns for securities A, B, and C is reported

  • 查看答案
  • A portfolio contains equal weights of two securities having the same standard deviation.If the corre

    [单选题]A portfolio contains equal weights of two securities having the same standa

  • 查看答案
  • A portfolio contains equal weights of two securities having the same standard deviation. If the corr

    [单选题]A portfolio contains equal weights of two securities having the same standa

  • 查看答案
  • All else being equal, the ceiling on a floating-rate security is most likely to benefit the:

    [单选题]All else being equal, the ceiling on a floating-rate security is most likel

  • 查看答案
  • All other things being equal, a decrease in expected yield volatility most likely increases the pric

    [单选题]All other things being equal, a decrease in expected yield volatility most

  • 查看答案
  • All else equal, the difference between the nominal spread and the Z-spread for a non-Treasury securi

    [单选题]All else equal, the difference between the nominal spread and the Z-spread

  • 查看答案
  • Generally speaking, all else being equal, an upward-sloping yield curve can be expected when:

    [单选题]Generally speaking, all else being equal, an upward-sloping yield curve can

  • 查看答案
  • All else being equal, the difference between the nominal spread and the Z-spread for a non-Treasury

    [单选题]All else being equal, the difference between the nominal spread and the Z-s

  • 查看答案
  • All else being equal, would appreciation or depreciation of a country's currency most likely re

    [单选题]All else being equal, would appreciation or depreciation of a country's cur

  • 查看答案
  • All else equal, as the correlation of returns among a set of securities decrease, will a portfolio c