分散化利益CFA知识考题有吗?该怎么备考复习CFA?

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Diversification benefits from adding hedge funds to an equity portfolio may be limited because:

A  correlations tend to increase during periods of financial crisis.

B  hedge fund returns are less than perfectly correlated with global equities.

C  hedge funds tend to perform better when global equity prices are declining.

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A Adding hedge funds to traditional portfolios may not provide the expected diversification to an equity portfolio because return correlations tend to increase during periods of financial crisis.

【核心词汇】

diversification benefit:分散化利益

是指在不用降低投资组合收益率的情况下,降低投资组合风险所得到的利益。

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