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Dylan02 · 2025年06月29日

一定要提到volatility吗?

* 问题详情,请 查看题干

NO.PZ202212280100005201

问题如下:

(1) The broker suggests that Young rebalance her $5.5 million money market account and the $3.0 million tax-deferred retirement account periodically in order to maintain their targeted allocations. The broker proposes the same risk profile for the equity positions with two potential target equity allocations and rebalancing ranges for the two accounts as follows:

· Alternative 1: 80% equities +/– 8.0% rebalancing range

· Alternative 2: 75% equities +/– 10.7% rebalancing range

Determine which alternative best fits each account.


选项:

解释:

5.5 million account: alternative 2. the account is not tax-efficiect, the rebalancing range should be wider.

3.0 million account: alternative 1. the account is tax-deffered, the rebalancing range can be narrower.

这样写可以吗?

1 个答案

Lucky_品职助教 · 2025年06月30日

嗨,爱思考的PZer你好:


需要提到 volatility,因为这道题就是围绕 “税前 / 税后波动性差异对再平衡区间的影响” 展开。某一种税务账户类型的再平衡区间的宽窄,主要取决于税前和税后的波定性,不提 volatility,就是没有说到最关键的知识点。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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