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eyn · 2024年09月07日

C答案错在哪里

NO.PZ2023021601000026

问题如下:

With respect to capital market theory, an investor’s optimal portfolio is the combination of a risk-free asset and a risky asset with the highest: (原版书)

选项:

A.expected return. B.indifference curve. C.capital allocation line slope.

解释:

Investors will have different optimal portfolios depending on their indifference curves. The optimal portfolio for each investor is the one with highest utility; that is, where the CAL is tangent to the individual investor’s highest possible indifference curve.

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1 个答案

Kiko_品职助教 · 2024年09月09日

嗨,从没放弃的小努力你好:


 investor’s optimal portfolio 是CAL和indifference curve的交点。a risk-free asset and a risky asset指的就是CAL,那么跟CAL结合的就只能是B indifference curve。

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努力的时光都是限量版,加油!

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