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叶叶叶叶繁 · 2017年11月27日

问一道题:NO.PZ2015121802000025 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C. 为什么不选A呢

解释:



1 个答案

源_品职助教 · 2017年11月27日

风险厌恶投资者投资时候不是要选择最小的风险资产,如果是这样 ,那么这类投资者就之鞥呢投资无风险资产或者干脆不做投资。

风险厌恶者可以承担风险,但是没承担额外的一单位风险,需要非常高的风险补偿作为弥补。


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