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

Dang.D · 2020年10月06日

问一道题:NO.PZ2015121801000077

问题如下:

With respect to capital market theory, an investor’s optimal portfolio is the combination of a risk-free asset and a risky asset with the highest:

选项:

A.

expected return.

B.

indifference curve.

C.

capital allocation line slope.

解释:

B  is correct.

Investors will have different optimal portfolios depending on their indifference curves. The optimal portfolio for each investor is the one with highest utility; that is, where the CAL is tangent to the individual investor’s highest possible indifference curve.

optimal portfolio是无差异曲线和CAL的切点可以理解,但是无差异曲线有很多条,为什么说和CAL相切的那个就是highest的?怎么判断哪一个无差异曲线是highest indifference curve呢?

2 个答案
已采纳答案

丹丹_品职答疑助手 · 2020年10月06日

嗨,爱思考的PZer你好:


同学你好,首先对于每个投资者来说每条无差异曲线是不相交的,而且越往右上对于他们来说满意程度越高,无数条无差异曲线可能中可能会有跟cal相切的以及相交的,从画图可知,只有达到相切的时候既可以满足他们又可以实现。cal可以理解为能力,而无差异曲线的每一条可以理解为他们的愿望,只有相切既可以满足愿望又可以实现。


-------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!


Dang.D · 2020年10月06日

谢谢

丹丹_品职答疑助手 · 2020年10月07日

不客气同学

  • 2

    回答
  • 0

    关注
  • 792

    浏览
相关问题

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

2024-07-30 13:33 1 · 回答

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?

2024-07-28 17:30 1 · 回答

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!

2024-03-14 23:54 1 · 回答

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?

2024-03-05 20:30 4 · 回答

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。。。

2023-09-16 14:31 1 · 回答