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Yvonne0719 · 2024年09月17日

这几个线之间的切点很晕，老师能给逐个梳理一下嘛？常考的这些点都叫什么，分别是什么线和什么线相切？

  1. CFA I
  2. Portfolio

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.

这几个线之间的切点很晕，老师能给逐个梳理一下嘛？常考的这些点都叫什么，分别是什么线和什么线相切？

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已采纳答案

Kiko_品职助教 · 2024年09月18日

嗨，努力学习的PZer你好：


常考的就两个：

EF和最优CAL（CML）的切点是Market portfolio。

CAL（或者EF）和indifference curve的切点是optimal portfolio。

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努力的时光都是限量版，加油！

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