NO.PZ2015121802000030
问题如下：
Capital allocation line is the combination of risk-free asset and which of the following?
选项：
A.global maximum-return portfolio.
B.optimal risky portfolio.
C.global minimum-variance portfolio.
解释：
B is correct.
An investor's capital allocation line is the combination of risk-free asset and the optimal risky portfolio.
老师上课讲的是CAL-dominant才是相切的CAL，其他的只要在EF线上与RF相连都是CAL，而定义上也说了CAL includes all risk free asset and investor optimal portfolio，是不是表述有问题了，还是直接硬记CAL只有一条线，就是相切的线，其他不是CAL
