开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

罗密欧 · 2018年06月30日

问一道题:NO.PZ2015121801000111 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

视频中老师讲的不同只有1所有投资者都是价格接受者2所有是无限可分。所以BC都对啊?
1 个答案

吴昊_品职助教 · 2018年07月02日

同学你说的是CAPM的假设,而这道题考的是CML的假设,注意两者的区分。

当所有投资者都有相同的预期时,有一条统一的有效前沿,此时就会存在一条统一的CAL,即CML。所以CML是一条特殊的CAL。market portfolio之所以存在,就是因为所有投资者都有相同的预期。

加油~

screamingHon · 2019年11月13日

视频里老师说price taker和无限可分是capm和mpt的唯二区别呀?所以single period不对吗?

  • 1

    回答
  • 4

    关注
  • 736

    浏览
相关问题

NO.PZ2015121801000111 问题如下 With respeto capitmarket theory, whiof the following assumptions allows for the existenof the market portfolio? All investors: A.are pritakers. B.have homogeneous expectations. C.plfor the same, single holng perio is correct.The homogeneous expectations assumption means thall investors analyze securities in the same wanare rational. This, they use the same probability stributions, use the same inputs for future cash flows, anarrive the same valuations. Because their valuation of all assets is intical, they will generate the same optimrisky portfolio, whiis the market portfolio. 框架图里assumption这三个都有,都是原话。怎么就非得选相同预期呢,得太牵强了

2024-05-02 14:39 1 · 回答

NO.PZ2015121801000111 问题如下 With respeto capitmarket theory, whiof the following assumptions allows for the existenof the market portfolio? All investors: A.are pritakers. B.have homogeneous expectations. C.plfor the same, single holng perio is correct.The homogeneous expectations assumption means thall investors analyze securities in the same wanare rational. This, they use the same probability stributions, use the same inputs for future cash flows, anarrive the same valuations. Because their valuation of all assets is intical, they will generate the same optimrisky portfolio, whiis the market portfolio. 请问B为什么不对呢 same single period

2023-08-27 14:46 1 · 回答

NO.PZ2015121801000111 问题如下 With respeto capitmarket theory, whiof the following assumptions allows for the existenof the market portfolio? All investors: A.are pritakers. B.have homogeneous expectations. C.plfor the same, single holng perio is correct.The homogeneous expectations assumption means thall investors analyze securities in the same wanare rational. This, they use the same probability stributions, use the same inputs for future cash flows, anarrive the same valuations. Because their valuation of all assets is intical, they will generate the same optimrisky portfolio, whiis the market portfolio. 没明白题目想问啥,这3个不是都对吗

2023-07-06 13:02 1 · 回答

NO.PZ2015121801000111 问题如下 With respeto capitmarket theory, whiof the following assumptions allows for the existenof the market portfolio? All investors: A.are pritakers. B.have homogeneous expectations. C.plfor the same, single holng perio is correct.The homogeneous expectations assumption means thall investors analyze securities in the same wanare rational. This, they use the same probability stributions, use the same inputs for future cash flows, anarrive the same valuations. Because their valuation of all assets is intical, they will generate the same optimrisky portfolio, whiis the market portfolio. 假设分为对人的假设和对市场的假设,pritaker这个条件属于对市场假设(要求无市场冲击)。----------------------------------------------加油吧,让我们一起遇见更好的自己!------后半句想说的是pritakere属于对人的假设对麻?前半句看懂了,后半句没明白,问的就是对市场的假设,PRITAKER属于对市场假设那就没错啊

2022-04-30 16:49 2 · 回答

NO.PZ2015121801000111 have homogeneous expectations. plfor the same, single holng perio B  is correct. The homogeneous expectations assumption means thall investors analyze securities in the same wanare rational. This, they use the same probability stributions, use the same inputs for future cash flows, anarrive the same valuations. Because their valuation of all assets is intical, they will generate the same optimrisky portfolio, whiis the market portfolio.A也是假设中的一个,为什么不适用于这道题

2022-01-03 16:31 1 · 回答