💗 · 2025年06月25日
NO.PZ2015121802000030
问题如下：
Capital allocation line is the combination of risk-free asset and which of the following?
选项：
A.
global maximum-return portfolio.
B.
optimal risky portfolio.
C.
global minimum-variance portfolio.
解释：
B is correct.
An investor's capital allocation line is the combination of risk-free asset and the optimal risky portfolio.
global maximum-return portfolio.这个是在哪儿呢
NO.PZ2015121802000030 问题如下 Capitallocation line is the combination of risk-free asset anwhiof the following? A.globmaximum-return portfolio. B.optimrisky portfolio. C.globminimum-varianportfolio. B is correct.investor's capitallocation line is the combination of risk-free asset anthe optimrisky portfolio. c的含义等
NO.PZ2015121802000030问题如下Capitallocation line is the combination of risk-free asset anwhiof the following? A.globmaximum-return portfolio. B.optimrisky portfolio. C.globminimum-varianportfolio. B is correct.investor's capitallocation line is the combination of risk-free asset anthe optimrisky portfolio.老师上课讲的是CAL-minant才是相切的CAL，其他的只要在EF线上与RF相连都是CAL，而定义上也说了Cinclus all risk free asset aninvestor optimportfolio，是不是表述有问题了，还是直接硬记CAL只有一条线，就是相切的线，其他不是CAL
我有点晕。。。 CAL有很多条，跟EF相切的那个切点是optimrisky portfolio。 然后CML也是以Rf为截距跟EF的切点，那岂不是market portfolio就是optimrisky portfolio？？ 然后因为CAL有很多条，所以只要Rf跟EF相交的线就是一条CAL。而optimrisky portfolio的定义是CAL跟EF的相切点，但并不能反过来说Rf跟optimrisky portfolio交点的这条线就是CAL吧？这样的话CAL就只有一条了呀
