添晴 · 2023年10月19日
NO.PZ2015121801000072
问题如下：
The dominant capital allocation line is the combination of the risk-free asset and the:
选项：
A.
optimal risky portfolio.
B.
levered portfolio of risky assets.
C.
global minimum-variance portfolio.
解释：
A is correct.
The use of leverage and the combination of a risk-free asset and the optimal risky asset will dominate the efficient frontier of risky assets (the Markowitz efficient frontier).
解释的前半句，想说的是CAL也用到杠杆吧？
NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). CAL不是也是Rf和马科维茨理论的结合吗？为什么C不对呢
NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 请问老师，马可的EF是确定的，然后Rf也是确定的，那是不是CAL就是唯一的呢（经过Rf的和EF相切的那条切线）？基础班视频都听懂了，但是这个疑问一直存在。。。。谢谢老师，，
NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 老师，我记得基础班何老师讲过cal有利用杠杆，那为什么B不对？
NO.PZ2015121801000072问题如下The minant capitallocation line is the combination of the risk-free asset anthe:A.optimrisky portfolio.B.levereportfolio of risky assets.C.globminimum-varianportfolio.is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier).，，，，，，，，，，，，
