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摇一摇 · 2023年07月29日

为什么不选C

  1. CFA I
  2. Portfolio

NO.PZ2023021601000026

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: (原版书)

选项：

A.expected return. B.indifference curve. C.capital allocation line slope.

解释：

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.

斜率最大那就是切点啊

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1 个答案

Kiko_品职助教 · 2023年07月31日

嗨，爱思考的PZer你好：


这道题问的是投资者的optimal portfolio是什么。optimal portfolio是CAL和indifference curve的交点。题干中说的the combination of a risk-free asset and a risky asset 这就是CAL的意思。所以直接选无差异曲线，B就行了。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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