risk averse

NO.PZ2023021601000010

问题如下：

If Investor A has a lower risk aversion coefficient than Investor B, will Investor B's optimal portfolio most likely have a higher expected return on the capital allocation line? (mock)

选项：

A.No, because Investor B has a lower risk tolerance

B.Yes

C.No, because Investor B has a higher risk tolerance

解释：

Investor B has a higher risk aversion coefficient, which means a lower risk tolerance and a lower expected return on the capital allocation line.

但是相同风险下risk averse要求更高收益率,那不是expected return应该更高吗

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