NO.PZ2023021601000006
问题如下:
An investment policy statement's risk objective states that over a 12-month period, with a probability of 95%, the client's portfolio must not lose more than 5% of its value. This statement is most likely a(n):(2016 mock)选项:
A.relative risk objective. B.total risk objective. C.absolute risk objective.解释:
The statement is an absolute risk objective because it expresses a maximum loss in value with an associated probability of loss.如果是总的风险目标,应该如何表述?