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yanan · 2024年10月20日

求一下解析

NO.PZ2023101902000032

问题如下:

A risk plan at an investment management organization should be incorporated as a separate section of the organization’s strategic planning document. Which of the following statements about the development of a risk plan is correct?

选项:

A.The risk plan should avoid setting explicit goals for expected return and volatility as these are portfolio managers’ responsibilities. B.B. The risk plan should avoid specifying how much of the organization’s risk capital should be directed towards a particular objective. C.C. The risk plan should focus on how key dependencies behave in bad environments only as good environments do not pose significant risk. D.D. The risk plan should make a distinction between potential loss events that are merely disappointing and those that could threaten the survival of the firm.

解释:

我觉得A选项也是对的,为什么要选D呢

1 个答案

pzqa27 · 2024年10月21日

嗨,从没放弃的小努力你好:


A说的是risk plan应该避免明显的expected return和volatility,这个是不对的,因为risk plan是会用到一些指标比如VaR的,如果没有均值和波动,VaR是算不出来的。

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