NO.PZ2015121801000074
问题如下:
With respect to the mean–variance theory, the optimal portfolio is determined by each individual investor’s:
选项:
A.risk-free rate.
B.borrowing rate.
C.risk preference.
解释:
C is correct.
Each individual investor’s optimal mix of the risk-free asset and the optimal risky asset is determined by the investor’s risk preference.
均值方差理论是什么理论?