[一级定量分析] 老师，这道题的AD选项可以详细讲解一下哪儿错了吗

userld475h 发布于：2019-09-17 16:32:36 浏览341次   FRM FRM Part I
Which statement best describes correlations and variances in times of financial crisis? A. There are only marginal changes in correlations and variances in times of crisis and therefore they do not need to be factored into risk management. B. The diversification benefits decrease as correlations increase and therefore your risk level increases. C. The diversification benefits increase as correlations decrease and therefore your risk level decreases. D. VaR estimates using the RiskMetrics approach provide for the effects of increased correlations during periods of crisis and therefore the effects are factored into current positions.
添加图片
0/1000

名师解答

邹老师 发布于2019-09-17 17:26:17

最新问答

体验课

使用10金币查看此名师解答

我的金币：0

确认使用 充值金币
提交成功

您的追加问题已提交成功

确定

加载中...

学习工具
考试资讯
答疑专区
高清网课
APP下载
帮助中心
网课学员报名表
快捷支付
用户服务协议
隐私政策
关于我们
视觉泽稷
网课代理
联系我们
网站地图
考试报名
ACCA考试代报名
CFA®考试代报名
FRM®考试代报名
CMA考试代报名

  • 泽稷网校公众号

  • 泽稷网校微博

  • 泽稷网校APP