|
- UID
- 223379
- 帖子
- 277
- 主题
- 70
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
|
We know that as we move up along the CAL, the weightage of Risky asset keeps going up and that of Risk Free asset coming down. At the Tangent, is it that the weightage of Risky asset is 100%? If so, then will not everybody chose Tangency as the most preferred portfolio, with that offering the best Reward to Risk ratio?
We know that for Regression, the slope is covar(X,Y)/var(X). How is that holding true for the slope calculated for CAL, which is (Expected Return on Risky asset - RFR)/SD of Risky asset. |
|
发表于 2011-7-11 19:23
|