有A、B、C三种投资产品，其收益的相关系数如下：
| A | B | C | |
| A | 1 | ||
| B | 0.1 | 1 | |
| C | 0.8 | -0.8 | 1 |
A．B、C组合是风险最佳对冲组合
B．A、C组合风险最小
C．A、B组合风险最小
D．A、C组合风险最分散
参考答案：A
解析：BC是负相关的，因此可以构建对冲组合。AC组合的风险最大，因为它们的相关性很高。BC组合的风险最小，最分散。
| 阅读理解。 | |||||||||||||||
| Linda and Mary are good friends. Linda is thirteen. She comes from the U.S.A. Mary is twelve. She's from London (伦敦). They study in the same school, but in different classes. Linda's father teaches English in a middle school. Her mother drives a car. Mary's mother works in an office. Her father is a doctor. Linda can speak English, French (法语) and a little Chinese. Linda's mother likes cooking. She likes eating rice. But Linda' s father doesn't. He likes drinking milk and eating bread. Mary's mother doesn't like cooking. But she likes doing some shopping. She can make nice skirts and dresses. Mary's father likes doing housework(家务). | |||||||||||||||
| 根据短文内容,完成下表. 1.
①_________________________________________________________________________ ②_________________________________________________________________________ ③_________________________________________________________________________ ④_________________________________________________________________________ ⑤_________________________________________________________________________ 2. Where does Mary come from? _________________________________________________________________________ 3. What does Linda's father do? _________________________________________________________________________ 4. Where does Mary's father work? _________________________________________________________________________ 5. What can Linda speak? _________________________________________________________________________ |