问题如下图：
选项：
A. 
B. 
C. 
解释：
请问captical market theory对应的是CAL还是CML呢？
NO.PZ2015121801000077问题如下With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest:A.expectereturn.B.infferencurve.C.capitallocation line slope.is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve.CAL和CML主要有什么不同呢，看完讲义有些模糊
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. 这里的无差异曲线是平行上下移动的。可以左右平移吗？比如一个人有多个切点？相同预期就是CML，那么CML切点这个点是代表无差异曲线都相同？那CML这条线和无差异曲线的不同切点是代表说明啥？
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. Q:unr Cor CML, 组合中的 risky asset，if line slope high 不是就意味着该风险资产夏普比率高么，单位风险报酬高我想着整个组合就是最优组合。请老师指教，谢谢！
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. 为啥是最高的无差异曲线，不是还可以加杠杆吗。无差异曲线怎么区别高低？
NO.PZ2015121801000077问题如下With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest:A.expectereturn.B.infferencurve.C.capitallocation line slope.is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve.涉及哪个知识点。。。
