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甜甜圈洞 · 2023年11月11日

indifferent curve不是很多条曲线吗～如何理解最高的curve呐～谢谢老师

  1. CFA I
  2. Portfolio

NO.PZ2018070201000077

问题如下：

Which of the following is the optimal portfolio for a individual investor according to the capital market theory?

选项：

A.

the combination of a risk-free asset and a risky asset with the highest expected return.

B.

the combination of a risk-free asset and a risky asset with the highest indifference curve.

C.

the combination of a risk-free asset and a risky asset with the highest capital allocation line slope.

解释：

B is correct.

Individuals' optimal portfolios is determined by different indifference curves, which delivers the highest utility. So CAL is tangent to the individual investor’s highest possible indifference curve.

indifferent curve不是很多条曲线吗～如何理解最高的curve呐～谢谢老师

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1 个答案

Kiko_品职助教 · 2023年11月13日

嗨，爱思考的PZer你好：


CAL上的点已经是我们客观世界能达到最好的点了，再往上面都是不可达的。所以indifference curve跟CAL相切的时候就是highest。

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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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