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luckygrace · 2024年04月26日

B

NO.PZ2023021601000011

问题如下:

When constructing the optimal portfolios for investors with different risk preferences, the investor with the higher risk aversion is most likely to have a:(2016 mock)

选项:

A.steeper capital allocation line.

B.flatter indifference curve.

C.lower expected return.

解释:

The optimal portfolio is identified as the point at which the capital allocation line (CAL) is tangential to the investor's indifference curve. As investor risk aversion increases, the optimal portfolio slides down the CAL to a point of lower expected risk and lower expected return.

无差异曲线陡峭程度和风险偏好程度有关吗?

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已采纳答案

Kiko_品职助教 · 2024年04月27日

嗨,努力学习的PZer你好:


有关啊。越厌恶风险,无差异曲线越陡峭。因为越厌恶风险,每一单位风险的增加会要求更高的收益率的增加。所以他们的无差异曲线斜率很大。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

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