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momo · 2023年09月16日

cal

  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.

涉及哪个知识点。。。

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1 个答案

Kiko_品职助教 · 2023年09月19日

嗨，从没放弃的小努力你好：


考察的是 investor’s optimal portfolio是哪两条线的交点。就是CAL和indifference curve相交的点。

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