微信扫一扫
实时资讯全掌握
|
The mean and standard deviation of returns for three portfolios are listed below in percentage terms.
Portfolio X: Mean 5%, standard deviation 3%. Portfolio Y: Mean 14%, standard deviation 20%. Portfolio Z: Mean 19%, standard deviation 28%. Using Roy's safety-first criteria and a threshold of 4%, select the optimal portfolio. A. Portfolio Z. B. Portfolio X. C. Portfolio Y. |