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老师您好,想请教1.4 reverse optimization中,蓝框和绿框中的variance、cov、risk aversion factor有什么不同?是否蓝色中的上述数据,为global market的?那绿框中的是什么?谢谢老师
02.单选题 收藏 标记 纠错 An investor currently has a portfolio valued at $700,000. The investor’s objective is long-term growth, but she will need $30,000 by the end of the year to pay her son’s college tuition and another $10,000 by year-end for her annual vacation. The investor is considering three alternative portfolios: Using Roy’s safety-first criterion, which of the alternative portfolios most likely minimizes the probability that the investor’s portfolio will have a value lower than $700,000 at year-end? 这个题目读不懂
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