NO.PZ2018070201000071
问题如下:
The Markowitz efficient frontier is the set of portfolios:
选项:
A.with medium return given a level of risk.
B.with highest return given a level of risk.
C.with lowest return given a level of risk.
解释:
B is correct.
Markowitz efficient frontier is the set of portfolios with highest return given a level of risk.
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.
这两个Statement是对的,那为什么The Markowitz efficient frontier is the set of portfolios with highest return given a level of risk?