NO.PZ201909280100000806
问题如下:
6 Which of Park’s statements regarding the asset allocation approaches is correct?
选项:
A.Only Statement 3
Only Statement 4
Both Statement 3 and Statement 4
解释:
C is correct.
Statement 3 is correct because risk factor-based approaches to asset allocation can be applied to develop more robust asset allocations. Statement 4 is correct because a mean–variance optimization typically overallocates to the private alternative asset classes, partly because of underestimated risk due to stale pricing and the assumption that returns are normally distributed.
3 说的是啥啊。。。