问题如下图：
选项：
A. 
B. 
C. 
解释：
老师，这道题我选的C，optimal portfolio 难道不是斜率最大的CAL 与 EF的切点吗？
NO.PZ2018070201000077问题如下Whiof the following is the optimportfolio for a inviinvestor accorng to the capitmarket theory?A.the combination of a risk-free asset ana risky asset with the highest expectereturn.B.the combination of a risk-free asset ana risky asset with the highest infferencurve.C.the combination of a risk-free asset ana risky asset with the highest capitallocation line slope.B is correct.Invials' optimportfolios is terminefferent infferencurves, whilivers the highest utility. So Cis tangent to the inviinvestor’s highest possible infferencurve.CML是无风险资产与有效前沿切点之间的连线，为何不能认为他的斜率相对其他点连线相较斜率最高？
NO.PZ2018070201000077问题如下Whiof the following is the optimportfolio for a inviinvestor accorng to the capitmarket theory?A.the combination of a risk-free asset ana risky asset with the highest expectereturn.B.the combination of a risk-free asset ana risky asset with the highest infferencurve.C.the combination of a risk-free asset ana risky asset with the highest capitallocation line slope.B is correct.Invials' optimportfolios is terminefferent infferencurves, whilivers the highest utility. So Cis tangent to the inviinvestor’s highest possible infferencurve.infferent curve不是很多条曲线吗～如何理解最高的curve呐～谢谢老师
NO.PZ2018070201000077 问题如下 Whiof the following is the optimportfolio for a inviinvestor accorng to the capitmarket theory? A.the combination of a risk-free asset ana risky asset with the highest expectereturn. B.the combination of a risk-free asset ana risky asset with the highest infferencurve. C.the combination of a risk-free asset ana risky asset with the highest capitallocation line slope. B is correct.Invials' optimportfolios is terminefferent infferencurves, whilivers the highest utility. So Cis tangent to the inviinvestor’s highest possible infferencurve. 这句话怎么理解
NO.PZ2018070201000077 问题如下 Whiof the following is the optimportfolio for a inviinvestor accorng to the capitmarket theory? A.the combination of a risk-free asset ana risky asset with the highest expectereturn. B.the combination of a risk-free asset ana risky asset with the highest infferencurve. C.the combination of a risk-free asset ana risky asset with the highest capitallocation line slope. B is correct.Invials' optimportfolios is terminefferent infferencurves, whilivers the highest utility. So Cis tangent to the inviinvestor’s highest possible infferencurve. 老师你好！能不能再具体说说CAL, CML, SML几条线之间的区别啊？谢谢！
NO.PZ2018070201000077问题如下 Whiof the following is the optimportfolio for a inviinvestor accorng to the capitmarket theory?A.the combination of a risk-free asset ana risky asset with the highest expectereturn.B.the combination of a risk-free asset ana risky asset with the highest infferencurve.C.the combination of a risk-free asset ana risky asset with the highest capitallocation line slope.B is correct.Invials' optimportfolios is terminefferent infferencurves, whilivers the highest utility. So Cis tangent to the inviinvestor’s highest possible infferencurve.以前的回答都是从optimportfolio定义上说的，我当然知道optimportfolios是CAL和无差异曲线的交点，正因为如此，无差异曲线和CAL有无数个交点吧，只要投资者能承受更大的风险和更高的回报。A和C都说无风险资产和带有最高收益的风险资产，最高的无差异曲线，那么多高算高，理论上可以无限向上吧。只有斜率是固定的，和最高斜率的组合，怎么就不对呢？
