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Wyyyyyj · 2024年04月27日

这道题c为什么是错误选项,b怎么正确了

NO.PZ2015121802000014

问题如下:

Which of the following about risk budgeting is correct?

选项:

A.

Risk budgeting is to set an annual boundary on affordable risk.

B.

Risk budgeting is to choose investments through their risk features.

C.

Risk budgeting is to set a maximal quantity of risk to be accepted.

解释:

B is correct

Risk budgeting mainly intends to pick the suitable assets to meet the maximum risk one can bear. The risk maximum limit is quantified in the risk governance.

budgeting不是指衡量最大损失,这不是和c选项的意思是相符的吗

1 个答案

Kiko_品职助教 · 2024年04月28日

嗨,努力学习的PZer你好:


risk budgeting主要是指在能承受的最大风险里选择投资。C选项具体量化到承担多少风险是在risk governance里面探讨的。

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