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- 2011-5-26
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If we have our current portfolio which has, say a standard deviation of 15%, we want to add a diversifying asset to this portfolio.
We have 2 options:
Asset 1: standard deviation = 18% and correlation = 0.2
Asset 2: standard deviation = 50% and correlation = 0.2
Which one is the better diversifier? |
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发表于 2011-7-13 15:33
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