NO.PZ2018070201000027
问题如下:
Which of the following is not the process of risk budgeting?
选项:
A. Identifying the return target.
B. Allocating risk factors in the portfolio.
C. Measuring tolerable risk by quantitative metrics.
解释:
A is correct.
Risk budgeting focuses on measuring and allocating the risk factors, and it is not related to return target.
前面有道例题说只有预算确定了,才能知道在这个预算下最大可实现的收益,所以为什么不能选return的选项