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Dang.D · 2021年10月16日

CAL和CML代表的都是total risk吧?谢谢

NO.PZ2015121801000075

问题如下:

The line depicting the total risk and expected return of portfolio combinations of a risk-free asset and any risky asset is the:

选项:

A.

security market line.

B.

capital allocation line.

C.

security characteristic line.

解释:

B  is correct.

A capital allocation line (CAL) plots the expected return and total risk of combinations of the risk-free asset and a risky asset (or a portfolio of risky assets).

CAL和CML代表的都是total risk吧?谢谢

1 个答案

Kiko_品职助教 · 2021年10月17日

嗨,爱思考的PZer你好:


是的~

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