开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

kevinzhu · 2019年11月26日

问一道题:NO.PZ2018070201000056 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

答案写错了 应该是B is correct.
1 个答案

星星_品职助教 · 2019年12月05日

同学你好,已经修改,多谢

  • 1

    回答
  • 0

    关注
  • 491

    浏览
相关问题

NO.PZ2018070201000056问题如下VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest:A.1B.2C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). 这个概念和cv比较,怎么区别啊?感觉表达的比较类似

2024-06-12 19:56 1 · 回答

NO.PZ2018070201000056 问题如下 VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest: A.1 B.2 C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). 1、为啥一个风险厌恶者要选择效用最大的组合?2、给定的一个效用水平下,A的值,风险厌恶的程度也是不同的,对吧?根据效用公式,A是斜率,但是一条效用曲线上,A会变大。对于同一个人,A不是应该恒定吗?有点糊涂3、对于一个人有多条效用曲线,如何理解?是比如存钱,有一个效用。买股票有一个,买房子有一个。对他投资的不同东西,他的效用不同,是这样理解吗?总觉得这里似懂非懂

2024-02-28 15:48 1 · 回答

NO.PZ2018070201000056问题如下VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest:A.1B.2C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). Utility的含义

2023-08-19 08:31 1 · 回答

能以investment 1 为例,计算一下嘛 谢谢

2021-01-10 14:41 2 · 回答

老师 这道题为什么不可以用E(R)/6?

2019-11-29 20:31 1 · 回答