问题如下图:
选项:
A.
B.
C.
解释:
请问可不可以解答一下为什么在CAL与EF切点以上图形的那一段的时候,是lending portfolio呢,上课也没有听懂。不懂为什么此时无风险资产的权重小于0?
NO.PZ2015121801000073 问题如下 Compareto the efficient frontier of risky assets, the minant capitallocation line hhigher rates of return for levels of risk greater ththe optimrisky portfolio because of the investor’s ability to: A.lenthe risk-free rate. B.borrow the risk-free rate. C.purchase the risk-free asset. is correct.The Cminates the efficient frontier all points except for the optimrisky portfolio. The ability of the investor to purchase aitionamounts of the optimrisky portfolio borrowing (i.e., buying on margin) the risk-free rate makes higher rates of return for levels of risk greater ththe optimrisky asset possible. 不懂为啥能看出来用risk free rate来借钱?borrowing portfolio不是只能看出我的资产配比中使用了杠杆来增加了有风险股票投资吗?
NO.PZ2015121801000073问题如下Compareto the efficient frontier of risky assets, the minant capitallocation line hhigher rates of return for levels of risk greater ththe optimrisky portfolio because of the investor’s ability to:A.lenthe risk-free rate.B.borrow the risk-free rate.C.purchase the risk-free asset.is correct.The Cminates the efficient frontier all points except for the optimrisky portfolio. The ability of the investor to purchase aitionamounts of the optimrisky portfolio borrowing (i.e., buying on margin) the risk-free rate makes higher rates of return for levels of risk greater ththe optimrisky asset possible.如果没有这个优于,就选c
NO.PZ2015121801000073 问题如下 Compareto the efficient frontier of risky assets, the minant capitallocation line hhigher rates of return for levels of risk greater ththe optimrisky portfolio because of the investor’s ability to: A.lenthe risk-free rate. B.borrow the risk-free rate. C.purchase the risk-free asset. is correct.The Cminates the efficient frontier all points except for the optimrisky portfolio. The ability of the investor to purchase aitionamounts of the optimrisky portfolio borrowing (i.e., buying on margin) the risk-free rate makes higher rates of return for levels of risk greater ththe optimrisky asset possible. 请问为什么不是c?CAL不是optimrisky asset anrisk free asset连在一起的线吗?
题目有点没懂,想知道题目里面higher,greater这种断句怎么断?
从哪里可以看到borrowing