第18题: [单项选择]Given the following correlation matrix, a risk-averse investor would least prefer which of the following two-stock portfolios (all else the same) A. Stock B. A C. B D. C E. D F. A G. +1 H. B I. -0.2 J. +1 参考答案:A 答案解析:A risk-averse investor prefers less risk to more risk. The lower the correlation, the greater the ri