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Chinazdk · 2024年02月21日

但是总的收益率是上升的吧

NO.PZ2023021601000016

问题如下:

As one moves to the right along an investor's efficient frontier, a set increase in risk is most likely to lead to:

选项:

A.sequentially larger increases in expected return.

B.consistent increases in expected return.

C.sequentially smaller increases in expected return.

解释:

The increase in return with every unit increase in risk keeps decreasing as one moves from left to right because the slope of the efficient frontier continues to decrease. Thus, investors obtain decreasing increases in returns as they assume more risk.

我的理解是边界增长降低,总回报率上升

1 个答案

品职助教_七七 · 2024年02月21日

嗨,努力学习的PZer你好:


只要沿着EF向右/上移动,expected return就会上升。

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努力的时光都是限量版,加油!