问一道题：NO.PZ2018110601000019 [ CFA III ]

NO.PZ2018110601000019 问题如下 Which of the following statement regarng risk bueting is most appropriate? optimrisk bueting is to minimize the totrisk. Risk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts. asset allocation is optimwhen the ratio of excess return to marginal contribution to risk is the same for all assets. C is correct. 考点：risk bueting 解析：risk bueting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk bueting的过程是识别所有风险并且分配风险，B错。C是risk bueting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。 请问这道题B哪里错了？No.PZ2018110601000019 (选择题)来源: 品职出题Whiof the following statement regarng risk bueting is most appropriate?Aoptimrisk bueting is to minimize the totrisk.BRisk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts.Casset allocation is optimwhen the ratio of excess return to margincontribution to risk is the same for all assets.

NO.PZ2018110601000019 问题如下 Which of the following statement regarng risk bueting is most appropriate? optimrisk bueting is to minimize the totrisk. Risk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts. asset allocation is optimwhen the ratio of excess return to marginal contribution to risk is the same for all assets. C is correct. 考点：risk bueting 解析：risk bueting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk bueting的过程是识别所有风险并且分配风险，B错。C是risk bueting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。 B的说法有在哪里出现过吗？然后，optimrisk parity是ACTR all equal，然后optimrisk bueting是Sharpe ratio(excess return/MCTR) all equal对吧？

NO.PZ2018110601000019问题如下 Which of the following statement regarng risk bueting is most appropriate? optimrisk bueting is to minimize the totrisk. Risk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts. asset allocation is optimwhen the ratio of excess return to marginal contribution to risk is the same for all assets. C is correct. 考点：risk bueting 解析：risk bueting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk bueting的过程是识别所有风险并且分配风险，B错。C是risk bueting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。 老师 b是什么意思

NO.PZ2018110601000019问题如下 Which of the following statement regarng risk bueting is most appropriate? optimrisk bueting is to minimize the totrisk. Risk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts. asset allocation is optimwhen the ratio of excess return to marginal contribution to risk is the same for all assets. C is correct. 考点：risk bueting 解析：risk bueting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk bueting的过程是识别所有风险并且分配风险，B错。C是risk bueting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。 我在考试中，应该如何判断题目考的是狭义还是广义的risk parity呢

NO.PZ2018110601000019 问题如下 Which of the following statement regarng risk bueting is most appropriate? optimrisk bueting is to minimize the totrisk. Risk bueting is on top-level rather thallocates the risk to a portfolio’s constituent parts. asset allocation is optimwhen the ratio of excess return to marginal contribution to risk is the same for all assets. C is correct. 考点：risk bueting 解析：risk bueting的目标是最大化每承担一单位风险所获得的收益，而不是最小化风险，A错。risk bueting的过程是识别所有风险并且分配风险，B错。C是risk bueting的结论，当每个资产类型的excess return/MCTR都相同时，资产配置是最优的。 老师请问，optimrisk bueting is to maximize utility, 对吗？