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

返回

绿水精灵 · 2025年02月16日

highest exepcted return

  1. CFA I
  2. Portfolio

NO.PZ2018070201000081

问题如下：

Which of the following statement about optimal risky portfolio is most correct?

选项：

A.

The optimal risky portfolio is the market portfolio.

B.

The optimal risky portfolio has the highest expected return.

C.

The optimal risky portfolio has the lowest expected variance.

解释：

A is correct.

The optimal risky portfolio is the market portfolio, in the capital market theory.

请问老师：是不是在目前所学的CAPM, CAL/CML里面没有涉及定价highest expected return的module？谢谢

添加评论
1 个答案

Kiko_品职助教 · 2025年02月16日

嗨，爱思考的PZer你好：


是的。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

  • 1

    回答

  • 0

    关注

  • 7

    浏览
相关问题

NO.PZ2018070201000081 问题如下 Whiof the following statement about optimrisky portfolio is most correct? A.The optimrisky portfolio is the market portfolio. B.The optimrisky portfolio hthe highest expectereturn. C.The optimrisky portfolio hthe lowest expectevariance. A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory. 如题

2024-10-18 21:42 1 · 回答

NO.PZ2018070201000081 问题如下 Whiof the following statement about optimrisky portfolio is most correct? A.The optimrisky portfolio is the market portfolio. B.The optimrisky portfolio hthe highest expectereturn. C.The optimrisky portfolio hthe lowest expectevariance. A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory. 讲义第29页的图里最优CAL也是连接Rf和optimrisk portfolio的点啊

2024-05-05 23:03 1 · 回答

NO.PZ2018070201000081问题如下Whiof the following statement about optimrisky portfolio is most correct?A.The optimrisky portfolio is the market portfolio.B.The optimrisky portfolio hthe highest expectereturn.C.The optimrisky portfolio hthe lowest expectevariance.A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory.optimportfolio是IC和CML的切点，我看其他答疑怎么说这是CML和EF切点(这不应该是optimrisky吗)

2024-03-16 22:13 1 · 回答

NO.PZ2018070201000081 问题如下 Whiof the following statement about optimrisky portfolio is most correct? A.The optimrisky portfolio is the market portfolio. B.The optimrisky portfolio hthe highest expectereturn. C.The optimrisky portfolio hthe lowest expectevariance. A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory. 如题。谢谢！

2023-03-21 16:20 1 · 回答