下列关于风险分散化的论述，正确的有（）。
A.如果资产之间的风险不存在相关性，那么分散化策略将不会有风险分散的效果
B.如果资产之间的相关性为-1，风险分散化效果较差
C.如果资产之间的相关性为+1，风险分散化效果较好
D.如果资产之间的相关性为正，那么风险分散化效果较好
E.如果资产之间的相关性为负，那么风险分散化效果较好
参考答案：A, E
解析：
如果资产组合中各资产存在相关性，则风险分散的效果会随着各资产间的相关系数有所不同。假设其他条件不变，当各资产间的相关系数为负时，风险分散效果较好；当相关系数为正时，风险分散效果较差。
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| A king once went to a master (大师)．He wanted to become more powerful than other __1__kings.He sat in front of the master and__2__telling him the purpose of his__3__. The master listened__4__to the king. He then told the king to go to the__5 where a rose plant and a cypress (柏树) plant were growing side by side.He told the king,"They are your__6__.They can teach you what you want to__7__." The king went into the garden,and__8__the two plants but could not__9__what he could learn from them.He went back to the master and asked,"What do you__10__,master? I am not able to understand what and how these plants will teach me." The master took the king to the plants and__11__,"This cypress plant has been next to the rose plant for so many years.Never once has it wanted to become a rose plant.__12__,the rose plant has never wanted to become a cypress plant.If man had been the cypress plant,he would have__13__himself with the rose and felt jealous (忌妒的) at the__14__that the beautiful rose plant was getting from all the people.__15__,if man were the rose plant,he would have__16__ the cypress plant enviously (羡慕地) thinking how__17__ the plant was without the__18__ of being disturbed by people all day!Both of the plants grew very well because they__19__all their energy for their own__20__instead of using it to compete with the other." | |||
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