NO.PZ2015121801000078
问题如下:
Highly risk-averse investors will most likely invest the majority of their wealth in:
选项:
A.
risky assets.
B.
risk-free assets.
C.
the optimal risky portfolio.
解释:
B is correct.
Although the optimal risky portfolio is the market portfolio, highly risk averse investors choose to invest most of their wealth in the risk-free asset.
如果去掉题干中的“majority”是不是会变成选择C?