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Nancy 王悦 · 2020年05月13日

问一道题:NO.PZ2018070201000082 [ CFA I ]

问题如下:

Compared with the portfolios on the CML, which of the following statements about the portfolio above the CML is correct?

选项:

A.

The portfolio above the CML is considered inferior.

B.

The portfolio above the CML is considered inefficient.

C.

The portfolio above the CML is considered unachievable.

解释:

C is correct.

Any portfolio that plots above the CML is unachievable, and any portfolio that plots below the CML is inferior to any point on the CML.

没太看懂什么意思,请老师讲一下题目的意思

1 个答案

丹丹_品职答疑助手 · 2020年05月13日

嗨,从没放弃的小努力你好:


同学你好,本日考查对于CML线的理解,同学可以试着画出收益率和风险的关系,然后根据题干求解。


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努力的时光都是限量版,加油!