Holding a group of assets reduces risk as long as the assets______.

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问题 Holding a group of assets reduces risk as long as the assets______.

选项 A、are perfectly correlated
B、are completely independent
C、do not have precisely the same pattern of returns
D、have a correlation coefficient greater than one

答案C

解析 只要资产收益变动不完全一致,持有多种资产就能分散风险。perfectly correlated完全相关。completely independent完全不相关。correlation coefficient相关系数,其取值范围在一1和1之间。
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