NO.PZ2015121801000074
问题如下:
With respect to the mean–variance theory, the optimal portfolio is determined by each individual investor’s:
选项:
A.
risk-free rate.
B.
borrowing rate.
C.
risk preference.
解释:
C is correct.
Each individual investor’s optimal mix of the risk-free asset and the optimal risky asset is determined by the investor’s risk preference.
请问题干里的optimal portfolio是指optimal invester risky portfolio 嘛