HOHO · 2021年12月30日
NO.PZ2015121801000080
问题如下：
Which of the following statements most accurately defines the market portfolio in capital market theory? The market portfolio consists of all:
选项：
A.risky assets.
B.tradable assets.
C.investable assets.
解释：
A is correct.
The market includes all risky assets, or anything that has value; however, not all assets are tradable, and not all tradable assets are investable.
没理解为什么不包括risk free asset？比如在CML中，M点下方的投资点（lending portfolio），是部分投资无风险资产（存银行），部分投资组合。那这里冲突的部分怎么理解呢？
Kiko_品职助教 · 2021年12月30日
嗨，从没放弃的小努力你好：
题目问market portfolio，market portfolio是CML与EF的切点，就是指M点，他在EF上，所以它包含了所有的risky asset。
market portfolio是市场中所有风险资产的组合，每种风险资产在该组合资产的权重是这种风险资产的市值占所有风险资产市值的比重。
----------------------------------------------加油吧，让我们一起遇见更好的自己！
HOHO · 2021年12月31日
那market portfolio 包括 risk free asset 吗？
NO.PZ2015121801000080 问题如下 Whiof the following statements most accurately fines the market portfolio in capitmarket theory? The market portfolio consists of all: A.risky assets. B.trable assets. C.investable assets. is correct.The market inclus all risky assets, or anything thhvalue; however, not all assets are trable, annot all trable assets are investable. “not all assets are trable, annot all trable assets are investable.”啥资产是不能trable的？trable和investable又有啥区别？
请问market portfolio包不包括risk free asset
