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Sofia nice · 2024年07月28日

每个人有相同的预期,无差异曲线是一样的吗?

NO.PZ2018070201000110

问题如下:

Based on capital market theory, as all investors has the homogeneity assumption with same economic expectation of future cash flow for all assets, all the investors is most likely to invest in:

选项:

A.

All investors will invest in the same optimal risky portfolio.

B.

All investors will invest in the Standard and Poor’s 500 Index.

C.

All investors will invest in assets with the same amount of risk.

解释:

A is correct.

According to the homogeneity assumption, all investors have the same economic expectation of future cash flows and would therefore invest in the same optimal risky portfolio, implying the existence of only one optimal portfolio (which is the market portfolio). .

每个人有相同的预期,每个人无差异曲线是一样的吗?

1 个答案
已采纳答案

Kiko_品职助教 · 2024年07月29日

嗨,从没放弃的小努力你好:


不是一样的。无差异曲线是根据每个人不同的risk averse来定的。

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努力的时光都是限量版,加油!

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