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

小范范 · 2018年08月12日

问一道题:NO.PZ2015121801000071 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

选项C为啥不对呢?有效前沿上确实都是最优风险资产组合呀?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年08月13日

对于不同的投资者,只能找到一个optimal risky portfolio,如果只考虑风险资产,那就是无差异曲线与有效前沿的切点,不存在最优风险资产组合的集合。如果一定要用集合来表达,那应该是efficient frontier is a set of all efficient portfolios。

  • 1

    回答
  • 0

    关注
  • 309

    浏览
相关问题

NO.PZ2015121801000071 问题如下 The set of portfolios on the minimum-varianfrontier thminates all sets of portfolios below the globminimum-varianportfolio is the: A.capitallocation line. B.Markowitz efficient frontier. C.set of optimrisky portfolios. is correct.The Markowitz efficient frontier hhigher rates of return for a given level of risk. With respeto the minimum-varianportfolio, the Markowitz efficient frontier is the set of portfolios above the globminimum-varianportfolio thminates the portfolios below the globminimum-varianportfolio. 这句话“minates all sets of portfolios below the globminimum-varianportfolio”没看懂

2022-05-29 14:35 1 · 回答

NO.PZ2015121801000071 问题如下 The set of portfolios on the minimum-varianfrontier thminates all sets of portfolios below the globminimum-varianportfolio is the: A.capitallocation line. B.Markowitz efficient frontier. C.set of optimrisky portfolios. is correct.The Markowitz efficient frontier hhigher rates of return for a given level of risk. With respeto the minimum-varianportfolio, the Markowitz efficient frontier is the set of portfolios above the globminimum-varianportfolio thminates the portfolios below the globminimum-varianportfolio. 沒太理解題目在問什麼?

2022-04-29 22:24 1 · 回答

NO.PZ2015121801000071 minimum-varianfrontier是指什么

2022-01-21 23:19 1 · 回答

为什么是below?不是above?

2019-08-22 09:53 1 · 回答

    请问C a set of optimrisky portfolio 不对吗?EF也是一系列最优风险资产组合的点呀。

2019-03-09 18:04 1 · 回答