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罗密欧 · 2017年12月29日

问一道题:NO.PZ2015121801000073 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

这道题为什么不是选c选项  不是cal比有效前沿好在于加入risk free么  应该是purchase the  不太懂
2 个答案
已采纳答案

源_品职助教 · 2017年12月29日

CAL优于有效前沿的地方在于考虑到了无风险资产,但是实际操作并不是购买无风险资产,而是以无风险资产的价格去借贷,然后再购买风险资产,如此就可以在相同的风险条件下获取更高的收益。

Caren · 2019年03月26日

这个解释,真的很难理解哦

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