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unique · 2017年03月03日

问一道题:NO.PZ2015121801000073 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

看不懂答案 有人能解释一下么

1 个答案

源_品职助教 · 2017年03月04日

如图所示位于CAL上Y点的组合收益率要高于P(OPTIMAL RISKY PORTFOLIO)点的组合收益率,这就是因为投资者可以以无风险收益率RF融资并投资于风险资产所造成的结果。

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