问题如下:
Your client asking you to creat a portfolio which could provide a minimum return level of 5.2%, because he needs to pay room rental and medical fee without invading the initial capital. The following table shows three alternative allocations, then which one should be used?
选项:
A. Allocation A
B. Allocation B
C. Allocation C
解释:
B is correct. The threshold return level RL for the client is 5.2%,
allocation A: (7.1-5,2)/8=0.2375
allocation B:(8.2-5.2)/9.6=0.3125
allocation C:(10-5.2)/19=0.2526
Acording to the above calculate, allocation B has the highest safety-first ratio.
请问这题知识点在什么地方?