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mxd_cfa1 · 2017年06月02日

CFA一级,portfolio2015121801000073



这道题为什么不能选C呢

CAL与EF的区别是EF考虑了无风险资产以后形成的一条射线,为什么不选C呢?

3 个答案
老师答案

人家这道题哪里让你比较CAL和EF了?这道题目问的是CAL上能获得比切点组合还高的return是因为什么?当然是因为可以得到一个borrowing portfolio,也就是说可以跟银行借钱来投资切点组合。

何旋hexuan · 2017年06月02日

Caren · 2019年03月26日

从哪里推出lending?又从哪里推出borrowing?

66教主 · 2018年03月01日

谢谢何老师解答

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