还是不懂为什么不能选C ?

NO.PZ202206210100000106 问题如下 The most appropriate conclusion thcawn from Exhibit 3 is that: A.management’s risk–return objectives mnot have been achievewith the Tportfolio. B.the current portfolio is a corner portfolio. C.the Sharpe ratios for the poliportfolio anthe Tportfolio are the same. SolutionA is correct. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. Even though the Tportfolio ha higher return ththe poliportfolio, the aitionreturn requires too muaitionrisk. In aition, the Tportfolio mexceemanagement’s risk tolerance.B is incorrect. Corner portfolios are efficient portfolios anrepresent a portfolio where asset weight changes from zero to positive or positive to zero. No subehavior in weights is incatefor the current portfolio allocation in Exhibit 2. It is also inefficient portfolio. C is incorrect. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. 记得有一条曲线，上面的点，sharp ratio都相同。请问老师是什么曲线

NO.PZ202206210100000106 问题如下 The most appropriate conclusion thcawn from Exhibit 3 is that: A.management’s risk–return objectives mnot have been achievewith the Tportfolio. B.the current portfolio is a corner portfolio. C.the Sharpe ratios for the poliportfolio anthe Tportfolio are the same. SolutionA is correct. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. Even though the Tportfolio ha higher return ththe poliportfolio, the aitionreturn requires too muaitionrisk. In aition, the Tportfolio mexceemanagement’s risk tolerance.B is incorrect. Corner portfolios are efficient portfolios anrepresent a portfolio where asset weight changes from zero to positive or positive to zero. No subehavior in weights is incatefor the current portfolio allocation in Exhibit 2. It is also inefficient portfolio. C is incorrect. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. 1）所以是不是只要在efficient frontier上面的任意一个组合，都应该有着相同的sharpe ratio？2）但如果sharpe ratio代表的是Rf链接某一个有效前沿组合的斜率，那么应该会有千千万万个不同的sharpe ratio呀？有效前沿上越靠左边的组合理论上斜率就越高呀？

NO.PZ202206210100000106问题如下The most appropriate conclusion thcawn from Exhibit 3 is that:A.management’s risk–return objectives mnot have been achievewith the Tportfolio.B.the current portfolio is a corner portfolio.C.the Sharpe ratios for the poliportfolio anthe Tportfolio are the same. SolutionA is correct. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. Even though the Tportfolio ha higher return ththe poliportfolio, the aitionreturn requires too muaitionrisk. In aition, the Tportfolio mexceemanagement’s risk tolerance.B is incorrect. Corner portfolios are efficient portfolios anrepresent a portfolio where asset weight changes from zero to positive or positive to zero. No subehavior in weights is incatefor the current portfolio allocation in Exhibit 2. It is also inefficient portfolio. C is incorrect. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. poliportfolio 是啥意思

NO.PZ202206210100000106 问题如下 The most appropriate conclusion thcawn from Exhibit 3 is that: A.management’s risk–return objectives mnot have been achievewith the Tportfolio. B.the current portfolio is a corner portfolio. C.the Sharpe ratios for the poliportfolio anthe Tportfolio are the same. SolutionA is correct. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. Even though the Tportfolio ha higher return ththe poliportfolio, the aitionreturn requires too muaitionrisk. In aition, the Tportfolio mexceemanagement’s risk tolerance.B is incorrect. Corner portfolios are efficient portfolios anrepresent a portfolio where asset weight changes from zero to positive or positive to zero. No subehavior in weights is incatefor the current portfolio allocation in Exhibit 2. It is also inefficient portfolio. C is incorrect. The Sharpe ratio is the slope of the line awn from the risk-free rate to a particulportfolio. The two portfolios of interest are the poliportfolio anthe Tportfolio because both are incatebeing efficient. The agrto the right incates ththe poliportfolio/risk-free combination ha higher slope ththe TAA/risk-free combination. 如题