mino酱是个小破货 · 2025年03月22日
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NO.PZ202110280100000801
问题如下：
Select the best fund for Yang, using only the information provided. Justify your selection.
选项：
解释：
Gamma is the the best fund for Yang.
Yang hates to suffer investment losses,she now seeks higher returns on 80% of the funds in her money market account.The most recent drawdon loss and drawdown duration of Gamma is lowest,so it can meet the high risk aversion of Yang.
NO.PZ202110280100000801 问题如下 Selethe best funfor Yang, using only the information proviJustify your selection. 这个题纠结过，因为说客户想短期内达到一个高的收益同时又不想承担损失。那为啥不能通过CR这个角度答呢，因为第一个基金的CR最大，convex特征最明显，说明在涨的时候表现相比下跌更为突出，为什么不能从这个角度答？
NO.PZ202110280100000801问题如下 Cassana Yang, age 59, is a manager alarge US manufacturing firm. Yang is single, owns a home, is free, anaves 20% of her pre-tincome in a company retirement plan15% of herafter-tincome in a short-term money market account. Her accounts are self-recte Yang makesall relatecisions inpenntly. While Yang hates to suffer investmentlosses, she now seeks higher returns on 80% of the fun in her money marketaccount. To help achieve her goof retiring within three years, she isconsiring the actively manageinvestment fun listein Exhibit 1.Yang is also consiring Aspen Investments(Aspen) for a portion of her money market fun. Aspen’s investment philosophystates: “We pursue a passive investment strategy, whiseeks to intify anxploit structurinefficiencies through intifying mispricing createbyloss aversion. Our strategy anphilosophy have evolveover time in responseto funanmarket performance.” Selethe best funfor Yang, using only the information proviJustify your selection. 请问类似题目怎么判断答案？
