NO.PZ201511200300003103
问题如下:
Açor’s portfolio allocation for Njau is most likely optimized on the basis of:
选项:
A. a stated maximum level of volatility.
B. total portfolio mean–variance efficiency.
C. the results of the risk tolerance questionnaire.
解释:
A is correct. Açor uses the goal- based investing approach by allocating with a focus on Njau’s charitable pledge to Udhamini. With this method, she seeks to optimize Njau’s portfolio so that the pledge goal has a high probability of being met. Açor will set aside a required amount of funds to invest, and a mean–variance optimization will be run specifically for that portion of Njau’s portfolio. The funds will be invested to a stated maximum level of volatility to meet the charitable need.
看完题目本身并没有马上发现考点是 goal-based, 这个题的解题逻辑是什么?