问题如下图：
选项：
A. 
B. 
C. 
解释：CML上最终投资者投资的最优组合不是应该是无差异曲线和CML的切点嘛？这边的optimal risky portfolio就是CAL上的M点，通常不就是大盘指数，为什么B不能选？
NO.PZ2015121801000110 问题如下 With respeto capitmarket theory, whiof the following statements best scribes the effeof the homogeneity assumption? Because all investors have the same economic expectations of future cash flows for all assets, investors will invest in: A.the same optimrisky portfolio. B.the StanranPoor’s 500 Inx. C.assets with the same amount of risk. is correct.The homogeneity assumption refers to all investors having the same economic expectation of future cash flows. If all investors have the same expectations, then all investors shoulinvest in the same optimrisky portfolio, therefore implying the existenof only one optimportfolio (i.e., the market portfolio). 想问下，A是不是就是CML这条线啊，CML这条线上所有的点，是不是有相同的最优风险组合，即这个最优风险组合就是大盘的组合。但是随着每个人的无差异曲线的不同，选择的无风险资产和风险资产的权重不同，所以承担的实际风险量不同。还是说，投资者对所有资产预期相同的话，那么选择的无风险资产和风险资产的权重也会相同，就是只选择切点那个点的组合，而不是CML那条线的组合？
NO.PZ2015121801000110 如题。。。。。。。。。。。。
the StanranPoor’s 500 Inx. assets with the same amount of risk. A is correct. The homogeneity assumption refers to all investors having the same economic expectation of future cash flows. If all investors have the same expectations, then all investors shoulinvest in the same optimrisky portfolio, therefore implying the existenof only one optimportfolio (i.e., the market portfolio). 老师，这个assumption的原理能再一下吗？上课时这个点没怎么听懂。
老师 C还是不太能理解 它表达的意思跟A差不多啊
请问老师，A没有考虑无风险资产，为什么是对的呢？谢谢！
