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张娴1998 · 2018年11月20日

问一道题:NO.PZ2015121801000073

问题如下图:

    

选项:

A.

B.

C.

解释:


请问可不可以解答一下为什么在CAL与EF切点以上图形的那一段的时候,是lending portfolio呢,上课也没有听懂。不懂为什么此时无风险资产的权重小于0?

2 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年11月20日

嗯嗯,好,加油哦

张娴1998 · 2018年11月20日

老师我懂了....刚刚脑子短路现在想通了!

张娴1998 · 2018年11月20日

原来我看错笔记了,切点以上是borrow,不好意思脑子短路了.....

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