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灰飞翔的猫 · 2024年12月13日

不理解为什么选C

  1. CFA I
  2. Portfolio

NO.PZ2018070201000082

问题如下：

Compared with the portfolios on the CML, which of the following statements about the portfolio above the CML is correct?

选项：

A.

The portfolio above the CML is considered inferior.

B.

The portfolio above the CML is considered inefficient.

C.

The portfolio above the CML is considered unachievable.

解释：

C is correct.

Any portfolio that plots above the CML is unachievable, and any portfolio that plots below the CML is inferior to any point on the CML.

为什么选项C说在CML上方的是达不到的？CML不是特殊的CAL线么？而每个投资者的CAL有无数多条，那有的CAL可以在CML上方啊，只是没有和EF相切，那这样的话，不应该选B么？

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1 个答案

Kiko_品职助教 · 2024年12月13日

嗨，爱思考的PZer你好：


CAL是EF上面的点，跟Rf的连线，没有跟EF相切或者相交，他就不叫CAL。所以怎么可能有CAL在切点上方呢。切点的CML已经是能够达到的最有效的了。所以上方是达不到的。

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