问题如下图:
选项:
A.
B.
C.
解释:
CML不是风险资产和无风险资产的组合嘛? A为啥错了?NO.PZ2015121801000079 问题如下 The capitmarket line (CML) is the graph of the risk anreturn of portfolio combinations consisting of the risk-free asset an A.any risky portfolio. B.the market portfolio. C.the leverageportfolio. is correct.Although the capitallocation line inclus all possible combinations of the risk-free asset anany risky portfolio, the capitmarket line is a specicase of the capitallocation line, whiuses the market portfolio the optimrisky portfolio. CML是一条经过两点的直线,而CAL有多条,可以和所有风险资产连线,只是切点这条是最好的,这条也是CML。对吧?所以CML不能与所有风险资产、只能与切点。
NO.PZ2015121801000079问题如下The capitmarket line (CML) is the graph of the risk anreturn of portfolio combinations consisting of the risk-free asset anA.any risky portfolio.B.the market portfolio.C.the leverageportfolio.is correct.Although the capitallocation line inclus all possible combinations of the risk-free asset anany risky portfolio, the capitmarket line is a specicase of the capitallocation line, whiuses the market portfolio the optimrisky portfolio.何老师说每个人都有一个有效前沿,但我在有效前沿的绘制过程没看到有投资者的因素在,所以不解
请问老师,如果把A的any改成all,是否就对了呢?