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.
the optimal risky portfolio为啥不能选择?我个人不认可答案