NO.PZ2018110601000019
问题如下：
Which of the following statement regarding risk budgeting is most appropriate?
选项：
A.An optimal risk budgeting is to minimize the total risk.
B.Risk budgeting is on top-level rather than allocates the risk to a portfolio’s constituent parts.
C.An asset allocation is optimal when the ratio of excess return to marginal contribution to risk is the same for all assets.
解释：
C is correct.
考点：risk budgeting
解析：risk budgeting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk budgeting的过程是识别所有风险并且分配风险，B错。C是risk budgeting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。
请问这道题B哪里错了？
No.PZ2018110601000019 (选择题)
来源: 品职出题
Which of the following statement regarding risk budgeting is most appropriate?
A
An optimal risk budgeting is to minimize the total risk.
B
Risk budgeting is on top-level rather than allocates the risk to a portfolio’s constituent parts.
C
An asset allocation is optimal when the ratio of excess return to marginal contribution to risk is the same for all assets.
