w******g
发帖数: 67 | 1 As an investor assumes more risk and moves upward on the efficient frontier,
the slope of the efficient frontier curve most likely:
a. increase and expected return per unit of risk increase
b. increase and expected return per unit of risk decrease
c. decrease and expected return per unit of risk increase
d. decrease and expected return per unit of risk decrease
Are the slope and "expected return per unit of risk" the same thing? I
thought the answer is d.
But the answer from answer sheet is c. S | v*****r
发帖数: 2325 | 2 "expected return per unit of risk" here could not be the same thing as the
slope of efficient frontier, otherwise this could be a dummy questionaire
design
i guess "expected return per unit of risk" refers to the risk aversion of
the investor
if you want to assume more risk, you expect higher marginal return...
so called "indifference curve"....
however, if i try to finish this question within 2 min, i probably choose
the same ...
frontier,
【在 w******g 的大作中提到】
: As an investor assumes more risk and moves upward on the efficient frontier,
: the slope of the efficient frontier curve most likely:
: a. increase and expected return per unit of risk increase
: b. increase and expected return per unit of risk decrease
: c. decrease and expected return per unit of risk increase
: d. decrease and expected return per unit of risk decrease
: Are the slope and "expected return per unit of risk" the same thing? I
: thought the answer is d.
: But the answer from answer sheet is c. S
| d********t
发帖数: 24 | 3 标准答案错了
D是对的。BTW, 标准答案里有好几个都是错的。 |
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