劉同學(xué)
2018-04-14 11:05The optimal portfolio on the efficient frontier is likely to be: A more risky for investors with higher risk aversion. B more risky for investors with lower risk aversion. C the same for all investors irrespective of their utility curves. 這題什么原理呢?
所屬:CFA Level I 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
金程教育顧老師助教
2018-04-16 13:31
該回答已被題主采納
學(xué)員你好,風(fēng)險(xiǎn)越厭惡,對(duì)它而言承擔(dān)一單位風(fēng)險(xiǎn),要求的回報(bào)率更高,所以會(huì)選擇風(fēng)險(xiǎn)較小的投資組合。
