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如某投资组合收益呈完全负相关的两只股票构成,则( )。

单选题
2021-09-01 21:07
A、该组合的非系统性风险能完全抵销
B、该组合的风险收益为零
C、该组合的投资收益大于其中任一股票的收益
D、该组合的投资收益标准差大于其中任一股票收益的标准差
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正确答案
A

试题解析

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