NO.PZ2015121801000072
问题如下:
The dominant capital allocation line is the combination of the risk-free asset and the:
选项:
A.optimal risky portfolio.
B.levered portfolio of risky assets.
C.global minimum-variance portfolio.
解释:
A is correct.
The use of leverage and the combination of a risk-free asset and the optimal risky asset will dominate the efficient frontier of risky assets (the Markowitz efficient frontier).
请问老师,马可的EF是确定的,然后Rf也是确定的,那是不是CAL就是唯一的呢(经过Rf的和EF相切的那条切线)?
基础班视频都听懂了,但是这个疑问一直存在。。。。谢谢老师,,