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Sophia · 2021年02月28日

stock like不是应该配fixed income资产吗?

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
1 个答案
已采纳答案

王暄_品职助教 · 2021年02月28日

嗨,努力学习的PZer你好:


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?


我画横线这里的意思是:Polly 希望自己的目标股票配置总资产(total wealth)的30%(这里的总资产是即包括了financial asset,又包括了human capital),即($1,200,000+$600,000)×30%=$540,000

也就是说他希望自己的financal asset+human capital里的stock-like,一共占有30%

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努力的时光都是限量版,加油!

Sophia · 2021年03月01日

谢谢老师