问题如下:
The point of tangency between the capital allocation line (CAL) and the efficient frontier of risky assets most likely identifies as the:
选项:
A.optimal riskly portfolio.
B.market portfolio.
C.global minimum-variance portfolio.
解释:
A is correct
The optimal risky portfolio is at the point of tangency between the capital allocation line and the efficient frontier of risky assets..
讲义里老师说optimal portfolio是indifference curve和Efficient Frontier的切点,但是后面又说optimal portfolio 是CAL和EF的切点,到底哪个是对的?