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苏苏1124 · 2023年03月21日

可以请老师解释下A吗？谢谢

  1. CFA I
  2. Portfolio

NO.PZ2015121801000077

问题如下：

With respect to capital market theory, an investor’s optimal portfolio is the combination of a risk-free asset and a risky asset with the highest:

选项：

A.

expected return.

B.

indifference curve.

C.

capital allocation line slope.

解释：

B  is correct.

Investors will have different optimal portfolios depending on their indifference curves. The optimal portfolio for each investor is the one with highest utility; that is, where the CAL is tangent to the individual investor’s highest possible indifference curve.

如题。

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1 个答案

pzqa27 · 2023年03月22日

嗨，从没放弃的小努力你好：


optimal portfol值得是风险-收益最优而不是只追求最大收益，且optimal portfolio已经是最优得点，题干问的是对于不同的投资者，如何选择其最优选项，那么就要结合不同投资者自己的无差异曲线。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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