问题如下图：
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解释：
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. Q:unr Cor CML, 组合中的 risky asset，if line slope high 不是就意味着该风险资产夏普比率高么，单位风险报酬高我想着整个组合就是最优组合。请老师指教，谢谢！
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. 为啥是最高的无差异曲线，不是还可以加杠杆吗。无差异曲线怎么区别高低？
NO.PZ2015121801000077问题如下With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest:A.expectereturn.B.infferencurve.C.capitallocation line slope.is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve.涉及哪个知识点。。。
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. CAL是risk free asset 和market portfolio 组成的线，假设就是所有投资者的expectation return 相同，那为什么还会跟不同投资者的infferent line 有关呢
NO.PZ2015121801000077 问题如下 With respeto capitmarket theory, investor’s optimportfolio is the combination of a risk-free asset ana risky asset with the highest: A.expectereturn. B.infferencurve. C.capitallocation line slope. is correct.Investors will have fferent optimportfolios penng on their infferencurves. The optimportfolio for eainvestor is the one with highest utility; this, where the Cis tangent to the inviinvestor’s highest possible infferencurve. 如题。
