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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allocation是永遠(yuǎn)選just above and below the return requirement嗎,會取決于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
來源: 視頻位置 相關(guān)試題
1個回答
Vincent助教
2025-08-12 08:47
該回答已被題主采納
你好
不考慮無風(fēng)險資產(chǎn)時,不會參考SR,就是above和below,因為其的連線最貼近EF。
考慮無風(fēng)險資產(chǎn),使用SR,SR即CAL的斜率,SR越大,CAL斜率越高,風(fēng)險-收益比越好。
