張同學
2020-02-15 09:19第十題的預期收益期望為19.7%，所以speculative的比重越大越好，這么做應該比答案簡單點，對不對？
所屬：CFA Level III > Behavioral Finance 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Peter F助教
2020-02-15 18:20
該回答已被題主采納
同學，你好：請問是哪個 reading 的 第 10 題的？
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追問
reading7
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追答
同學，你好：這是一道簡答題，最后的結論是 Allocation 1 has a 90% chance of exceeding the aspirational level of $1,050,000, however, whereas Allocation 2 has only a 30% chance of exceeding it.為什么得出這個結論，需要過程的，過程如下，
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追答
Given the expected returns for the riskless and speculative layers, Allocation 1 will result in the following amounts:
10% chance: (59% × $1,000,000) × 1.005 + (41% × $1,000,000) × (1 – 0.25) = $900,450
60% chance: (59% × $1,000,000) × 1.005 + (41% × $1,000,000) × (1.12) = $1,052,150
30% chance: (59% × $1,000,000) × 1.005 + (41% × $1,000,000) × (1.50) = $1,207,950. -
追答
Given the expected returns for the riskless and speculative layers, Allocation 2 will result in the following amounts:
10% chance: (90% × $1,000,000) × 1.005 + (10% × $1,000,000) × (1 – 0.25) = $979,500
60% chance: (90% × $1,000,000) × 1.005 + (10% × $1,000,000) × (1.12) = $1,016,500
30% chance: (90% × $1,000,000) × 1.005 + (10% × $1,000,000) × (1.50) = $1,054,500
過程 + 結論 的回答才比較合適和完整。
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