If you had one negative number in it, then the product would be a negative number and, if you took a root of that, then you might get an imaginary number.

如果这当中有一个负数,乘积就会变成负的,如果你对一个负数开根号,你就会得到一个虚数

耶鲁公开课 - 金融市场课程节选