最优风险资产组合中股票基金和债券基金的投资比重为( )。A.45.16%;54.84%B.54.84%;45.16%C.48.72

Question

最优风险资产组合中股票基金和债券基金的投资比重为( )。

A．45.16%；54.84%

B．54.84%；45.16%

C．48.72%；51.28%

D．51.28%；48.72%

Answer 1

参考答案：B
解析：最优风险资产组合中股票基金的投资比重=[(12%-8%)×30%2-(20%-8%)×0.1×15%×30%]/[(12%-8%)×30%2+(20%-8%)×15%2-(12%+20%-2×8%)×15%×30%×0.1)=54.84%；债券基金的投资比重=1-54.84%=45.16%。