
提问人:网友d*******1
发布时间:2022年6月13日 19:50
[
单项选择题]
Which of the following statements about portfolio risk is true ()
A. In the absence of perfectly positive correlation, a portfolio will always have lower risk than the average risk of the component assets.
B. In the absence of perfectly positive correlation, a portfolio will always have lower risk than the risk of each of the component assets.
C. In the absence of perfectly negative correlation, a portfolio will always have lower risk than the average risk of the component assets.

