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格蕾絲 · 2019年10月31日

问一道题:NO.PZ2018091705000101 [ CFA III ]

问题如下图:

选项:

A. 选项基于最大波动率意思是不是选择投资者能容忍的最高风险?再在此基础上做到E(r)最高?

B.

C.

解释:

1 个答案

包包_品职助教 · 2019年11月01日

同学你好,是的,你理解的很正确。

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