NO.PZ202301041000002205
问题如下：
The most appropriate response
to Boylan’s question about the twins’ relative allocation to high grade bonds
is that, when compared to Jason, the proportion in Janice’s investment
portfolio should be:
选项：
A.the same
lower
higher
解释：
Janice is a stock
broker specializing in medical technology and her human capital is therefore
highly correlated with stock market returns. She should balance this risk by
having greater exposure to financial assets that are less risky, i.e., high
grade government bonds. Jason’s human capital is less correlated to stock
market returns; in addition, his future pension income arising from a defined
benefit plan is quite stable. His optimal portfolio should have a greater
allocation to the stock market than Janice.
老师，请问题目中说Janice和Jason有相同的risk tolerance，这个信息在这儿有用吗？
题目中已经体现了Janice的human capital和pension更加risky，这里的相同risk tolerance是怎么看出来的呢？
