问题如下图：
选项：
A. 
B. 
C. 
解释：
老师你好，这道题你回答前一个同学说是分层后，每层内做最优化，又回答另一个同学说不是做最优化，那么每层是不是做了最优化呢？我理解是每层内按照最大可以接受的风险来做限制函数后，做最优化，对吗
NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 请问为什么不选择C呢？基于客户的风险承受问卷来模拟蒙特卡洛表？
NO.PZ2018091705000101问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency.the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee为什么不选择B？什么情况选B？
NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 如题。是通过monte carol来进行目标的达成概率测算么，mvo应该也可以？只不过题中用的是monte carol？
NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 请问B错在哪里？
NO.PZ2018091705000101 问题如下 Açor reviews a recent risk toleranquestionnaire completeNjau, whirelates to overall portfolio risk. Açor focuses on the type of capitsufficienanalysis to perform for Njau. To termine the optimallocation, Açor seeks to ensure thNjau’s charitable plee cmet animplements a goal- baseinvesting approach. Açor runs a Monte Carlo simulation to termine the probability of success, whiis the likelihoothNjcmeet her charitable plee objective. The simulation results are presentein Exhibit 2.Açor’s portfolio allocation for Njis most likely optimizeon the basis of: A.a statemaximum level of volatility. totportfolio mean–varianefficiency. the results of the risk toleranquestionnaire. A is correct. Açor uses the goal- baseinvesting approaallocating with a focus on Njau’s charitable plee to Uamini. With this metho she seeks to optimize Njau’s portfolio so ththe plee goha high probability of being met. Açor will set asi a requireamount of fun to invest, ana mean–varianoptimization will run specifically for thportion of Njau’s portfolio. The fun will investeto a statemaximum level of volatility to meet the charitable nee 同上
