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shelly0205 · 2020年10月14日

问一道题:NO.PZ201803130100000601

* 问题详情,请 查看题干

问题如下:

Select, for each of Armstrong’s three goals, which sub-portfolio module from Exhibit 1 Abbott should choose in constructing a portfolio. Justify each selection.

 

选项:

解释:

 

■ Module C should be chosen for Goal 1, Module B should be chosen for Goal 2, and Module D should be chosen for Goal 3.
■ The module that should be selected for each goal is the one that o
ers the highest return given the time horizon and required probability of success. The module that should be selected for each goal is the one that oers the highest return given the time horizon and required probability of success. For Goal 1, which has a time horizon of five years and a required probability of success of 85%, Module C should be chosen because its 4.4% expected return is higher than the expected returns of all the other modules. Similarly, for Goal 2, which has a time horizon of 10 years and a required probability of success of 99%, Module B should be chosen because its 2.2% expected return is higher than the expected returns of all the other modules. Finally, for Goal 3, which has a time horizon of 25 years and a required probability of success of 75%, Module D should be chosen because its 7.5% expected return is higher than the expected returns of all the other modules.

or Goal 1, which has a time horizon of five years and a required probability of success of 85%, Module C should be chosen because its 4.4% expected return is higher than the expected returns of all the other modules. 


1请问这个4.4%在哪里

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2020年10月15日

嗨,从没放弃的小努力你好:


这道题目在题库中的格式不太好,如果是因为格式的问题,可以参考教材R13的课后题Q17-18。

5年,在85%这一行,最大的Minimum Expectation Returns是 4.4% 。


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努力的时光都是限量版,加油!


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