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eyn · 2024年09月07日

unachievable portofolio

NO.PZ2023021601000024

问题如下:

A portfolio on the capital market line with returns greater than the returns on the market portfolio represents a(n)(原版书)

选项:

A.lending portfolio. B.borrowing portfolio. C.unachievable portfolio.

解释:

As one moves further to the right of point M on the capital market line, an increasing amount of borrowed money is being invested in the market portfolio. This means that there is negative investment in the risk–free asset, which is referred to as a leveraged position in the risky portfolio.

题目怎么样问,才是unachievable portofolio?

1 个答案
已采纳答案

Kiko_品职助教 · 2024年09月09日

嗨,从没放弃的小努力你好:


portfolio在CAL这条线的上方,是unachievable portfolio

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虽然现在很辛苦,但努力过的感觉真的很好,加油!