开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

尼克内姆 · 2020年05月24日

问一道题:NO.PZ2018070201000059 [ CFA I ]

问题如下:

Adira Badawi has higher risk aversion than Noor Mawar. According to the capital allocation line, each of them has the optimal portfolios are :

选项:

A.

Under the capital allocation line .

B.

Just on the capital allocation line.

C.

Above the capital allocation line.

解释:

B is correct.

CAL is consisted of the risk-free assets and all investable risky assets. Each individual has its own indifference curve, which determines the optimal weightings between risk free assets and risky assets. The optimal portfolios must lie on the CAL.


 

这道题能翻译一下吗?

1 个答案

丹丹_品职答疑助手 · 2020年05月26日

嗨,努力学习的PZer你好:


同学你好。题干的意思是Adira Badawi 比 Noor Mawar有更高的风险厌恶。根据资本配置线,二者的最优组合是怎么样?

因为每个投资者的无差异曲线不同,但每个理性投资者都会选择器最后组合,会根据其资本配置线选择最优组合。


-------------------------------
加油吧,让我们一起遇见更好的自己!