是不是可以照着这种思路 想要零息债券就是小于或等于一年时间？

这题从头到尾都没懂，能解释下这题题目的意思吗

请看图，我觉得这道题 讲解有误，optimal portfolio不是optimal risky portfolio,所以求正确讲解 我的选择是B.

假设紫色为45°斜率线，那显然横轴的风险比纵轴的收益率增长的快啊,所以应该选C?

in a Rule 144A offering.是什么市场呀

17.单选题 收藏 标记 纠错 With respect to an investor's utility function expressed as: U=E(R)... which of the following values for the measure for risk aversion has the least amount of risk aversion? A -4. B 0. C 4. 查看解析 上一题 下一题 正确答案A 您的答案C本题平均正确率：65% Modern Portfolio Theory难度：一般 推荐：      答案解析 A negative value in the given utility function indicates that the investor is a risk seeker. 请问： 17.单选题 收藏 标记 纠错 With respect to an investor's utility function expressed as: which of the following values for the measure for risk aversion has the least amount of risk aversion? 这句话怎么翻译？它要的values到底是U还是A?

13.单选题 已收藏 标记 纠错 Relative to an investor with a steeper indifference curve, the optimal portfolio for an investor with a flatter indifference curve will most likely have: A a lower level of risk and return B a higher level of risk and return C the same level of risk and return 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：52% Modern Portfolio Theory难度：一般 推荐：      答案解析 Because a less risk-averse investor’s highest utility, given the low slope of his indifference curve, is likely to touch the capital allocation line at a point which would represent a portfolio with higher risk and more expected return. 请问：B说 更高的level就是指 更高的承受能力是吗？

11.单选题 已收藏 标记 纠错 The minimum-variance frontier least likely contains all attainable risky assets with the: A highest expected return for a given level of risk. B lowest amount of risk for a given level of return. C highest expected return relative to the risk-free rate. 查看解析 上一题 下一题 正确答案C 您的答案C本题平均正确率：78% Modern Portfolio Theory难度：一般 推荐：      答案解析 The minimum-variance frontier does not account for the risk-free rate. The minimum-variance frontier is the set of all attainable risky assets with the highest expected return for a given level of risk or the lowest amount of risk for a given level of return. 请问：我选对了，因为C说的跟这没关系。但是我想问一下，C说的究竟是什么，可否用图解释一下？

08.单选题 收藏 标记 纠错 Which of the following statements about risk-averse investors is least accurate? A risk-averse investor: A seeks out the investment with minimum risk, while return is not a major consideration. B will take additional investment risk if sufficiently compensated for this risk. C minimizes risk for the same amount of return. 查看解析 上一题 下一题 正确答案A 您的答案B本题平均正确率：42% Modern Portfolio Theory难度：一般 推荐：      答案解析 Risk-averse investors are generally willing to invest in risky investments, if the return of the investment is sufficient to reward the investor for taking on this risk. 请问： 1.A中while是与此同时的意思吗？没有转折的含义？ 2.B到底是什么意思？will take additional investment risk if sufficiently compensated for this risk.如果能充分补偿这一风险，将承担额外的投资风险。不理解在说什么？

With respect to risk-averse investors, the numerical utility of a risk-free asset is: A the same for all individuals. B positive for risk-averse investors. C equal to zero for risk seeking investors. 查看解析 上一题 下一题 正确答案A 您的答案B本题平均正确率：39% Modern Portfolio Theory难度：一般 推荐：      答案解析 A risk-free asset has a variance of zero and is not dependent on whether the investor is risk neutral, risk seeking or risk averse. That is, given that the utility function of an investment is expressed as Where A is the measure of risk aversion, then the sign of A is irrelevant if the variance is zero (like that of a risk-free asset). 请问：B说为正，这时的U=Rf,所以为正吧，Rf会为负？