No.PZ2022122801000008 (选择题)
来源:
A few months later, Carson receives a phone call from Hamidah. She’s now on the board of trustees of Artic Foundation for Medical Research (AFMR). AFMR was established to support various medical research initiatives. She is very excited and asks Carson to help identify the return objective of AFMR’s portfolio. Osaka notes the following:
• AFMR’s overall investment objective is to maintain its portfolio’s real purchasing power after distributions.
• The risk-free rate is 4.0%.
• An expected inflation rate is 3.5%.
• The portfolio’s standard deviation is 15.0%.
• The cost of earnings investment returns is 50 bp.
• AFMR targets a 5.5% annual distribution of assets.
AFMR’s return objective is closest to: (2020 mock PM)
这道题为什么不用加法而用乘法呢？
