问题
单项选择题
An investor would most likely expect commodities to have correlations with traditional stock or bond investments and inflation, respectively, that are: Correlation with inflation Correlation with traditional stock or bond investments()
A. positive positive
B. positive negative
C. negative positive
答案
参考答案:B
解析:
A primary motivation for an investment in commodities, commodity derivatives, commodity-linked bonds, and commodity-linked equity are the diversification benefits provided clue to the negative return correlation with other asset and the positive correlation with inflation.