luckygrace · 2024年04月26日
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.老师，请问可以说一下绝对和相对风险目标的区别吗？
NO.PZ2023021601000006 问题如下 investment polistatement's risk objective states thover a 12-month perio with a probability of 95%, the client's portfolio must not lose more th5% of its value. This statement is most likely a(n):(2016 mock) A.relative risk objective. B.totrisk objective. C.absolute risk objective. The statement is absolute risk objective because it expresses a maximum loss in value with associateprobability of loss. 2024的讲义里没有看到这一条，看了同一题的其他解答看到了2023年讲义里的定义，还是存疑惑既然说relative是有one or more benchmarks perceiveto represent appropriate risk stanr，那为什么这题不选A？题目里我也没读出在说absolute的指标——方差/标准差呀。
NO.PZ2023021601000006 问题如下 investment polistatement's risk objective states thover a 12-month perio with a probability of 95%, the client's portfolio must not lose more th5% of its value. This statement is most likely a(n):(2016 mock) A.relative risk objective. B.totrisk objective. C.absolute risk objective. The statement is absolute risk objective because it expresses a maximum loss in value with associateprobability of loss. 如果是总的风险目标，应该如何表述？
