NO.PZ2015121801000114问题如下Portfolio managers, who are maximizing risk-austereturns, will seek to invest less in securities with:A.lower values for nonsystematic variance.B.values of nonsystematic varianequto 0.C.higher values for nonsystematic variance.is correct.Sinmanagers are concernewith maximizing risk-austereturns, securities with greater nonsystematic risk shoulgiven less weight in the portfolio.如果按照M2,市场总体方差一致的情况下,标的资产方差越小,预期回报率越高,所以要减少回报率大的的资产配置,对么?
NO.PZ2015121801000114 所以variance越大是相关性越低吗?还是越高
securities with higher values for nonsystematic variance怎么翻译?
选择的逻辑是什么呢没有看懂
为什么不是第一个?