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sylvia1083 · 2018年04月08日

问一道题:NO.PZ2015121801000111 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


如果说假设是分对市场假设和对人的假设,请问C选项不是对人的假设吗?为什么不选C呢?

awen · 2018年06月06日

这里是问:以下假设,哪个是导致“market portfolio"的出现?CML区别于CAL就是因为CML假设全世界对于收益有相同的预期,即选项b,所以才有了market portfolio这个M点的出现,所以选b.

1 个答案

李宗_品职助教 · 2018年04月09日

你好同学,market portfolio的假设并没有假设投资者的投资期,只是强调了投资者必须有相同的预期。

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