NO.PZ2018070201000069
问题如下：
Eunice, an analyst from an investment company, recently made the following statements about efficient frontier:
Statement 1:efficient frontier is the set of all investable risky assets with the highest expected return for a given level of risk.
Statement 2:efficient frontier is the set of all investable risky assets with the lowest amount of risk for a given level of return.
Statement 3:efficient frontier is the set of all investable risky assets with the highest expected return relative to the risk-free rate.
Which statement is least correct?
选项：
A.Statement 1.
B.Statement 2.
C.Statement 3.
解释：
C is correct
The effective frontier is a collection of all available risky assets, with the highest expected rate of return for a given risk level or the lowest risk for a given level of return. The effective frontier does not take into account the risk-free rate.
最有效前沿不是无风险利率吧
