NO.PZ2018070201000079
问题如下:
The capital market line is the combinations of:
选项:
A.risk-free asset and any risky portfolio.
B.risk-free asset and the market portfolio.
C.risk-free asset andthe leveraged portfolio.
解释:
B is correct.
The capital market line is the combination of market portfolio and risk-free asset.
几个问题,辛苦帮解答下:
1、CML假设投资者预期一致,这个预期一致具体是什么意思?在CML与EF曲线上是怎么体现这个预期一致性的?
2、CML与CAL区别是前者是投资者预期一致,后者是投资者有不同的预期。CML与EF的切点、CAL与EF的切点,都是表示投资者预期一致的切点么,即是一个切点么?