NO.PZ2015121801000075
问题如下:
The line depicting the total risk and expected return of portfolio combinations of a risk-free asset and any risky asset is the:
选项:
A.security market line.
B.capital allocation line.
C.security characteristic line.
解释:
B is correct.
A capital allocation line (CAL) plots the expected return and total risk of combinations of the risk-free asset and a risky asset (or a portfolio of risky assets).
CAL和CML代表的都是total risk吧?谢谢