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Lilly · 2024年05月03日

如下

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NO.PZ202304050100011902

问题如下:

(2) From 2017 to 2018, the risk related to the investment allocation for NANLife is best described as having shown: (2020 mock A PM 24)

选项:

A.

no change.

B.

a decrease.

C.

an increase.

解释:

When the investment portfolio is examined using a common-size format, the proportion of the portfolio invested in equity securities has increased from 19.0% to 20.6% (see table below) whereas the proportion allocated to loans and deposits and debt securities has decreased. Equity investments are normally riskier than fixed-income investments, which would indicate that the investment portfolio’s asset allocation is riskier in 2018 than in 2017.


Derivatives 也应该算在risky的investment里么?

1 个答案

王园圆_品职助教 · 2024年05月03日

同学你好,不一定的,因为Derivatives 可能是被用作hadge用处的,也可能是被用于真正投资目的的,本题没有特别交代的话,我们不能肯定derivative就是更risky的investment

另外,即便本题derivative也是risky investment的一部分,由于2年之间它的占比并没有变化,所以derivative本身是不会影响本题的判断的

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