18****13
2025-08-02 11:53The stated return requirement for the MoneyLover Endowment is 8.0%. Hence, the most appropriate allocation is a combination of Corner Portfolios #3 and #4, which have expected returns just above and below the return requirement. 這個(gè)allocation是永遠(yuǎn)選just above and below the return requirement嗎,會(huì)取決于Sharpe ratio或者別的因素嗎
所屬:CFA Level III > Asset Allocation 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Vincent助教
2025-08-12 08:47
該回答已被題主采納
你好
不考慮無(wú)風(fēng)險(xiǎn)資產(chǎn)時(shí),不會(huì)參考SR,就是above和below,因?yàn)槠涞倪B線最貼近EF。
考慮無(wú)風(fēng)險(xiǎn)資產(chǎn),使用SR,SR即CAL的斜率,SR越大,CAL斜率越高,風(fēng)險(xiǎn)-收益比越好。
