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Basic Question 2 of 4

Which of the following statement(s) is (are) true regarding the selection of a portfolio from those that lie on the Capital Allocation Line?

I. Less risk-averse investors will invest more in the risk-free security and less in the optimal risky portfolio than more risk-averse investors.
II. More risk-averse investors will invest less in the optimal risky portfolio and more in the risk-free security than less risk-averse investors.
III. Investors choose the portfolio that maximizes their expected utility.

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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt

Martin Rockenfeldt

Learning Outcome Statements

describe and interpret the minimum-variance and efficient frontiers of risky assets and the global minimum-variance portfolio

CFA® 2025 Level I Curriculum, Volume 2, Module 1.