B为什么不对呢

问题如下：

Richard, a junior financial analyst, lists the following asset class specifications.

Equity: US equities and non-US equities

Debt: US investment-grade corporate bonds and real estate

Derivatives: mainly the small-cap domestic equities

As you are Richard’s supervisor, you notice the correlation on asset class returns on equity and derivatives is 0.95, while the asset class returns on debt have a very low correlation with equity and derivative returns.

The asset class specifications for debt are inappropriate because:

选项：

A.

asset classes should be diversifying

B.

asset classes should be mutually exclusive

C.

asset within an asset class should be relatively homogeneous.

解释：

C is correct.

考点：asset class的分类原则

解析：在debt这个资产类型内部，包含了美国投资级别债券和房地产，但是这两种产品的性质是不相同的，违反了homogeneous这个分类原则。