[CFA level 1模拟真题]Version 5 Questions－Q58 expected, class, face, experience, decrease

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Q58. All else equal, as the correlation of returns among a set of securities decrease, will a portfolio composed of those securities most likely experience an increase in expected:

Return?           Risk?

A.  NO               NO

B.  NO               YES

C.  YES              NO

D.  YES              YES