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2026-01-24 22:41Monroe is retired and has $4.2 million of financial assets. One of Monroe's goals is to fund expected nominal expenditures of $120,000 in each of the next three years at a 95% required probability of success. Thompson suggests using a goals-based approach to construct a portfolio that meets this goal. She identifies a set of three available optimized sub-portfolio modules, as shown in Exhibit 1. She assumes that each year's expenditures will be a single year-end cash outflow.老師，為什么這題只需要考慮95%的收益，不需要考慮期望收益和波動率？這個是考哪個知識點呢？
所屬：CFA Level III > Asset Allocation 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Simon助教
2026-01-29 17:41
該回答已被題主采納
這是goal based的知識點，在相同概率下，考慮收益率最大的。
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