jay1180 · 2022年12月29日
NO.PZ2015121801000075
问题如下：
The line depicting the total risk and expected return of portfolio combinations of a risk-free asset and any risky asset is the:
选项：
A.security market line.
B.capital allocation line.
C.security characteristic line.
解释：
B is correct.
A capital allocation line (CAL) plots the expected return and total risk of combinations of the risk-free asset and a risky asset (or a portfolio of risky assets).
混淆了。。。
NO.PZ2015121801000075问题如下The line picting the totrisk anexpectereturn of portfolio combinations of a risk-free asset anany risky asset is the:A.security market line.B.capitallocation line.C.security characteristic line.is correct.A capitallocation line (CAL) plots the expectereturn antotrisk of combinations of the risk-free asset ana risky asset (or a portfolio of risky assets).C是讲义中的Asset characteristic line吗
NO.PZ2015121801000075 CAL和CML代表的都是totrisk吧？谢谢
NO.PZ2015121801000075 CAL和CML代表的都是totrisk吧？谢谢
C是什么线，没有在学习中听到过。A就是SML线吧？
