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Katherine · 2023年08月30日

这题

  1. CFA I
  2. Portfolio

NO.PZ2018070201000110

问题如下：

Based on capital market theory, as all investors has the homogeneity assumption with same economic expectation of future cash flow for all assets, all the investors is most likely to invest in:

选项：

A.

All investors will invest in the same optimal risky portfolio.

B.

All investors will invest in the Standard and Poor’s 500 Index.

C.

All investors will invest in assets with the same amount of risk.

解释：

A is correct.

According to the homogeneity assumption, all investors have the same economic expectation of future cash flows and would therefore invest in the same optimal risky portfolio, implying the existence of only one optimal portfolio (which is the market portfolio). .

投资者会跟着大盘走，那B为什么不对呢

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1 个答案

星星_品职助教 · 2023年08月31日

同学你好，

“with same economic expectation”得到的是market portfolio，也就是the same optimal risky portfolio。

大盘只是在无法获得真实market portfolio情况下的一种次优替代。并不是market porfolio自身。A选项的描述更为准确一些。

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