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.
Q:under CAL or CML, 组合中的 risky asset，if line slope high 不是就意味着该风险资产夏普比率高么，单位风险报酬高我想着整个组合就是最优组合。
请老师指教，谢谢！
