问题如下：
With respect to capital market theory, an investor’s optimal portfolio is the combination of a risk-free asset and a risky asset with the highest:
选项：
A.expected return.
B.indifference curve.
C.capital allocation line slope.
解释：
B is correct.
Investors will have different optimal portfolios depending on their indifference curves. The optimal portfolio for each investor is the one with highest utility; that is, where the CAL is tangent to the individual investor’s highest possible indifference curve.
为什么不选C呢？第一步不就是确定切点吗（optimal risky portifolio）？这个点是CAL与EF的切点，整个市场都是一样的，与无差异曲线无关。
