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💗 · 2025年06月26日

optimal portfolio

NO.PZ2015121801000110

问题如下:

With respect to capital market theory, which of the following statements best describes the effect of the homogeneity assumption? Because all investors have the same economic expectations of future cash flows for all assets, investors will invest in:

选项:

A.

the same optimal risky portfolio.

B.

the Standard and Poor’s 500 Index.

C.

assets with the same amount of risk.

解释:

A  is correct.

The homogeneity assumption refers to all investors having the same economic expectation of future cash flows. If all investors have the same expectations, then all investors should invest in the same optimal risky portfolio, therefore implying the existence of only one optimal portfolio (i.e., the market portfolio).

我是否可以理解为,有相同预期是投资者投资风险资产部分只会是CML与EF那个切点,但是因为投资者有不同风险偏好,所以会调整无风险资产与风险资产的占比,所以会导致最后投资者的optimal portfolio在切点以上或以下?

1 个答案

Kiko_品职助教 · 2025年06月26日

嗨,从没放弃的小努力你好:


是的。你理解的没错。

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NO.PZ2015121801000110 问题如下 With respeto capitmarket theory, whiof the following statements best scribes the effeof the homogeneity assumption? Because all investors have the same economic expectations of future cash flows for all assets, investors will invest in: A.the same optimrisky portfolio. B.the StanranPoor’s 500 Inx. C.assets with the same amount of risk. is correct.The homogeneity assumption refers to all investors having the same economic expectation of future cash flows. If all investors have the same expectations, then all investors shoulinvest in the same optimrisky portfolio, therefore implying the existenof only one optimportfolio (i.e., the market portfolio). 想问下,A是不是就是CML这条线啊,CML这条线上所有的点,是不是有相同的最优风险组合,即这个最优风险组合就是大盘的组合。但是随着每个人的无差异曲线的不同,选择的无风险资产和风险资产的权重不同,所以承担的实际风险量不同。还是说,投资者对所有资产预期相同的话,那么选择的无风险资产和风险资产的权重也会相同,就是只选择切点那个点的组合,而不是CML那条线的组合?

2023-11-02 22:08 1 · 回答

NO.PZ2015121801000110 如题。。。。。。。。。。。。

2021-12-12 11:33 1 · 回答

the StanranPoor’s 500 Inx. assets with the same amount of risk. A  is correct. The homogeneity assumption refers to all investors having the same economic expectation of future cash flows. If all investors have the same expectations, then all investors shoulinvest in the same optimrisky portfolio, therefore implying the existenof only one optimportfolio (i.e., the market portfolio). 老师,这个assumption的原理能再一下吗?上课时这个点没怎么听懂。

2021-04-13 16:03 1 · 回答

老师 C还是不太能理解 它表达的意思跟A差不多啊

2020-10-13 17:02 1 · 回答