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Faye · 2021年02月18日

为什么不是c

  1. CFA I
  2. Portfolio

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.

斜率最高，即 和efficiient frontier相切的那条线
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1 个答案

丹丹_品职答疑助手 · 2021年02月18日

嗨，努力学习的PZer你好：


同学你好，可以这么理解：题干问的是对于一个单独的投资者其最优投资组合是什么线和 cal线的交点。combination of a risk-free asset and a risky asset 描述的就是cal线，请知悉


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！


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