灰飞翔的猫 · 2024年12月09日
NO.PZ2018070201000078
问题如下：
When an investor is highly risk averse, which of the following assets would he invests most:
选项：
A.
risky assets.
B.
risk-free assets.
C.
the optimal risky portfolio.
解释：
B is correct.
For a highly risk-averse investor, he is most likely to invest majority of the wealth to risk-free asset.
之前我记得有题不是说风险厌恶只是希望风险能得到更高的补偿么？所以不应该选最优风险组合么？为什么全部投无风险资产呢？
NO.PZ2018070201000078 问题如下 When investor is highly risk averse, whiof the following assets woulhe invests most: A.risky assets. B.risk-free assets. C.the optimrisky portfolio. B is correct.For a highly risk-averse investor, he is most likely to invest majority of the wealth to risk-free asset.
NO.PZ2018070201000078 问题如下 When investor is highly risk averse, whiof the following assets woulhe invests most: A.risky assets. B.risk-free assets. C.the optimrisky portfolio. B is correct.For a highly risk-averse investor, he is most likely to invest majority of the wealth to risk-free asset. 为什么要看CML而不看CAL？CAL考虑了rf, 选最优的那一条不就好了吗？
the optimrisky portfolio为啥不能选择？我个人不认可答案
