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Liam · 2018年05月18日

问一道题:NO.PZ2015121801000111 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:



这题也不懂,三个选项都是CAMP的假设,为什么只选B。也看了其他解析,老师说因为market portfolio只要求有相同预期,而market portfolio不是CML里的概念吗?所以本题其实是在考CML而不是CAMP对不对?


感谢解答。

2 个答案
已采纳答案

韩韩_品职助教 · 2018年05月18日

同学你好,capital market theory就是指CML,所以这里是考CML的假设而不是CAMP的(CAMP是SML),而CML中,market portfolio之所以存在,就是因为所有的投资者都持有相同的预期。这一点也是CML与CAL的区别点。

Liam · 2018年05月19日

把CML的内容与CAMP的假设搞混了。感谢。

Caren · 2020年05月25日

这道题也提到capital market theory,这里考的可是CAPM哦。题出题可以严谨点吗?

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