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

Caren · 2019年03月26日

问一道题：NO.PZ2015121801000072 [ CFA I ]

  1. CFA I
  2. Portfolio

请问为什么不选c选项？

问题如下图：

选项：

A.

B.

C.

解释：

添加评论
1 个答案

Wendy_品职助教 · 2019年03月27日

同学，可以再看一下基础班讲义这两张图。CAL线：combinations of risk-free assets and the optimal risky asset portfolio.

  • 1

    回答

  • 1

    关注

  • 449

    浏览
相关问题

NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). CAL不是也是Rf和马科维茨理论的结合吗？为什么C不对呢

2024-04-07 00:07 1 · 回答

NO.PZ2015121801000072问题如下The minant capitallocation line is the combination of the risk-free asset anthe:A.optimrisky portfolio.B.levereportfolio of risky assets.C.globminimum-varianportfolio.is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier).的前半句，想说的是CAL也用到杠杆吧？

2023-10-19 20:02 1 · 回答

NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 请问老师，马可的EF是确定的，然后Rf也是确定的，那是不是CAL就是唯一的呢（经过Rf的和EF相切的那条切线）？基础班视频都听懂了，但是这个疑问一直存在。。。。谢谢老师，，

2022-12-29 16:05 1 · 回答

NO.PZ2015121801000072 问题如下 The minant capitallocation line is the combination of the risk-free asset anthe: A.optimrisky portfolio. B.levereportfolio of risky assets. C.globminimum-varianportfolio. is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier). 老师，我记得基础班何老师讲过cal有利用杠杆，那为什么B不对？

2022-09-18 12:14 1 · 回答

NO.PZ2015121801000072问题如下The minant capitallocation line is the combination of the risk-free asset anthe:A.optimrisky portfolio.B.levereportfolio of risky assets.C.globminimum-varianportfolio.is correct.The use of leverage anthe combination of a risk-free asset anthe optimrisky asset will minate the efficient frontier of risky assets (the Markowitz efficient frontier).，，，，，，，，，，，，

2022-04-22 18:57 1 · 回答