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尼克内姆 · 2020年05月26日

问一道题：NO.PZ2015121801000077 [ CFA I ]

  1. CFA I
  2. Portfolio

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.

请问optimal portfolio,optimal risky portfolio,optimal investor portfolio。这三个单词定义是什么？分不清了

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1 个答案

丹丹_品职答疑助手 · 2020年05月28日

嗨，从没放弃的小努力你好：


同学你好，原版书有详细的表述：The capital allocation line connects the optimal risky portfolio and the risk-free asset. All optimal investor portfolios must be on this line.

资本配置线是无风险资产和最优配置组合的连线。理性投资者会在这条线上投资
 


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！


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