NO.PZ2015121802000055
问题如下:
If a portfolio plots inside the effective frontier, which of the following is correct?
选项:
A.The portfolio is an efficient portfolio.
B.The portfolio is an inefficient portfolio.
C.The portfolio is a global minimum-variance portfolio.
解释:
B is correct.
Portfolios that plots inside the minimum-variance frontier are inefficient portfolios because there will be another portfolio with a higher expected return for the same level of risk, or a lower level of risk for the same expected return.
plot inside的意思是落在EF里面了没在EF线吗?另外effective frontier和efficiency frontier是一回事吗