问题如下:
The Alpha Investment designs 4 sub-portfolio modules with differing asset allocations. The modules are used to fund different client goals over a ten-year horizon. The table below shows the expected returns and volatilities of the sub-portfolio modules, as well as the minimum expected return for success rate under the different probabilities required success rate. Client A has a goal which requires the portfolio has the probability of 90% to earn the highest possible minimum return over the ten years.
Which sub-portfolio can best meet Client A’s goal?
选项:
A.Sub-portfolio 2
B.Sub-portfolio 3
C.Sub-portfolio 4
解释:
B is correct.
考点:Select a module in goals-based approach
解析:在给定的十年期限内,这个客户要求的成功概率为90%,Sub-portfolio 3在90%这一行中的预期收益率最高,为3.5%,在这个收益率下客户所需要投入的初始本金最低,对于客户初始本金越低越好,所以Sub-portfolio 3更合适。
老师,3.5%我是找出来了,但是portfolio3 怎么看出资金最少呢?相比于2和4 谢谢