问题 单项选择题

The evidence suggests that the correlation of returns between U.S. government bonds and an index of international government bonds is:()

A. between 0.0 and -0.5, and that between indices of U. S. investment grade bonds is between 0.0 and 0.5.

B. between 0.0 and 0.5, and that between indices of U. S. investment grade bonds is close to 1.0.

C. between 0.0 and 0.5, and that between indices of U. S. investment grade bonds is between 0.25 and 0.75.

答案

参考答案:B

解析:

The evidence suggests that the correlation of returns between U.S. and non-U. S. government bonds is approximately 0.35, while that between indices of investment grade U.S. bonds is close to 1.0.

单项选择题
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