绿水精灵 · 2024年12月08日
NO.PZ2015121801000028
问题如下：
A benefit of risk budgeting is that it:
选项：
A.
considers risk tradeoffs.
B.
establishes a firm’s risk tolerance.
C.
reduces uncertainty facing the firm.
解释：
A is correct.
The process of risk budgeting forces the firm to consider risk tradeoffs. As a result, the firm should choose to invest where the return per unit of risk is the highest.
请告知下两者区别：根据risk tolerance来制定risk budget？可以这样理解吗？谢谢
NO.PZ2015121801000028 risk bueting含义不是allocating the overall risk to the mix of assets or investments 吗？ 为什么不能b不对呢
NO.PZ2015121801000028 风险预算不是看看公司能承担多少金额的风险么，B为啥不对呢？回答说“A的tra off 可以理解成对冲”，但对冲是减少风险金额损失，应该是本来有10块损失，通过对冲把风险减少到了4块。而风险预算应该是本来有10块的损失，那公司就准备出10块，所以是实实在在的损失，为什么会是tra off呢？
establishes a firm’s risk tolerance. reces uncertainty facing the firm. A is correct. The process of risk bueting forces the firm to consir risk traoffs. a result, the firm shoulchoose to invest where the return per unit of risk is the highest. 可以traoff能理解成不反对heing吗？
为什是traoff？没太懂
该题中c为什么不对
