单选题
编号：2695741
1. Which of the following statements regarding biases in hedge fund performance in hedge fund databases is least likely correct?
- A.Only hedge fund managers with good track records enter the database,creating a positive bias.
- B.The correlations between asset class returns are artificially low when underlying assets trade infrequently.
- C.Hedge fund database administrators decide which funds to include in the database to overcome self-selection bias.