NO.PZ2023021601000010
问题如下:
If Investor A has a lower risk aversion coefficient than Investor B, will Investor B's optimal portfolio most likely have a higher expected return on the capital allocation line? (mock)选项:
A.No, because Investor B has a lower risk tolerance B.Yes C.No, because Investor B has a higher risk tolerance解释:
Investor B has a higher risk aversion coefficient, which means a lower risk tolerance and a lower expected return on the capital allocation line.想问下在经典题讲解的哪个视频里,咋没看见?