Busıness Fınance I Deneme Sınavı Sorusu #1077342

1. As long as p less than 1, there will always be a diversification benefit

2. The correlation lies between -0.5 and +0.5

3. The diversification benefit would be eliminated at +1 correlation

4. The maximum diversification benefit would be reached at -0.5

Which of the above statements are true? 


1 and 2

1 and 3

2 and 3

3 and 4

1 and 4


Yanıt Açıklaması:

The correlation lies between -1 and +1. The maximum diversification benefit would be
reached at -1 correlation.

Yorumlar
  • 0 Yorum