NO.PZ2018091705000095
问题如下:
Allen is an investment manager, who recently recruited a new customer, Polly.Polly.owns only two assets: human capital($1,200,000 ) and financial capital($600,000). —and wants his total wealth to have a 30% stock allocation. If human capital is assumed to be 25% stock- like, the optimal equity allocation for the financial capital of Polly is close to?
选项:
A. $275,000
B. $240,000
C. $175,000
解释:
B is correct.
考点: Human Capital and Asset Allocation
解析: Polly 的目标股票配置为总资产的30%=($1,200,000+$600,000)×30%=$540,000
其中human capital中股票资产有:$1,200,000×25%=$300,000
则金融资产中应该分配的股票资产为:$540,000-$300,000=$240,000
总资产里30%的stock,难道不是对应net wealth里面bond like的wealth有30%吗