备考CFA考试需要考生一点一滴的积累,没有一定的积累是不能很好的掌握CFA知识的,今天小编给你送一道CFA考试题,看看你能不能将其做对呢?

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.


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。