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罗密欧 · 2017年12月29日

问一道题:NO.PZ2015121801000077 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

这道题题干理解的意思是根据cml投资者最优资产包括无风险投资和最高的?这个应该是预期收益率因为这条曲线是无风险 和risk asset的焦点  所以应该选择b啊

2 个答案

源_品职助教 · 2017年12月29日

最优组合是无风险资产与风险资产的组合。其中风险资产要能使得CAL与可实现的最大效用的那条无差异曲线相切。

源_品职助教 · 2017年12月29日

我们这道题给的答案是B啊,你看到的答案不是B么?

罗密欧 · 2017年12月29日

这道题题干理解的意思是根据cml投资者最优资产包括无风险投资和最高的?这个应该是预期收益率因为这条曲线是无风险 和risk asset的焦点 所以应该选择c啊

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