逢考必过过过过过过 · 2020年07月05日
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..
没太明白，这个值得Between是不是指中间的gap
不好意思…………老师不用回答了，我没看清楚切点…………
NO.PZ2018070201000058 问题如下 The point of tangenbetween the capitallocation line (CAL) anthe efficient frontier of risky assets most likely intifies the: A.optimriskly portfolio. B.market portfolio. C.globminimum-varianportfolio. A is correctThe optimrisky portfolio is the point of tangenbetween the capitallocation line anthe efficient frontier of risky assets.. 如题，按照我自己的理解，CAL是risk-free asset 与EF的切点连成的线，切点是risky asset portfolio，CML是risk-free asset 与EF的切点（切点是market portifolio）连成的线，是众多CAL中的最优解，只有这条线与Investor Utility有切点，但切点有没有定义，麻烦您解答一下，谢谢
讲义里老师说optimportfolio是infferencurve和Efficient Frontier的切点，但是后面又说optimportfolio 是CAL和EF的切点，到底哪个是对的？
老师，C和EF的切点不是何老师上课讲的M点吗？不就是以市值为权重的market portfolio吗？
