问题
单项选择题
An analyst does research about asset classes. When an investor defines an asset class for the purpose of asset allocation, which of the following statements is most accurate The investor should ensure that assets in one class:（）
A. have high paired correlations with other asset classes and relatively homogeneous.
B. have low paired correlations with other asset classesand relatively heterogeneous.
C. have low paired correlations with other asset classesand relatively homogeneous.
答案
参考答案：C
解析：
当定义资产类别时，同类别资产是相对同质的，而与其他资产类别只有比较低的相关性。