[一級(jí)定量分析] 老師，這道題的AD選項(xiàng)可以詳細(xì)講解一下哪兒錯(cuò)了嗎

userld475h 發(fā)布于：2019-09-17 16:32:36 瀏覽329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.
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鄒老師 發(fā)布于2019-09-17 17:26:17

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