財管 CML問題 - 金融業討論
By Robert
at 2018-10-28T17:24
at 2018-10-28T17:24
Table of Contents
大家好 有一題財管問題想請教
https://i.imgur.com/T41wxSQ.jpg
第十題,其中兩個老師的教科書給的答案都不相同
A老師認為是
1.不變
2.不變
3.增加
B老師認為
1.增加
2.變小
3.增加
我想A老師的看法是 Rf增加 效率前緣平行上移 CML也平行上移
B老師認為 Rf增加 效率前緣會往右上移動
想請問版友們認為CML 效率前緣會怎麼移動呢?
謝謝
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金融業
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