NO.PZ2015121802000029
问题如下：
Which of the following statement is most correct about the portfolio on efficient frontier:
选项：
A.The portfolios have the lowest expected return for each level of risk.
B.The portfolios are well-diversified.
C.The portfolios ignore some risky assets.
解释：
B is correct.
The portfolios on the efficient frontier have the greatest expected return for each level of risk. All risky assets are included and the portfoliso are well-diversified.
GMV中仅包含了all risky assets，未包含risk-free assets，怎么能说well-diversified呢？
还是说EF上的点是well-diversified，而CML上的点因为包含risk-free assets，应该是fully-diversified?
well-diversified和fully-diversified有区别吗？
