题目是不是有错误,应该是above GMVP点吧?问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2015121801000071 问题如下 The set of portfolios on the minimum-varianfrontier thminates all sets of portfolios below the globminimum-varianportfolio is the: A.capitallocation line. B.Markowitz efficient frontier. C.set of optimrisky portfolios. is correct.The Markowitz efficient frontier hhigher rates of return for a given level of risk. With respeto the minimum-varianportfolio, the Markowitz efficient frontier is the set of portfolios above the globminimum-varianportfolio thminates the portfolios below the globminimum-varianportfolio. 这句话“minates all sets of portfolios below the globminimum-varianportfolio”没看懂
NO.PZ2015121801000071 问题如下 The set of portfolios on the minimum-varianfrontier thminates all sets of portfolios below the globminimum-varianportfolio is the: A.capitallocation line. B.Markowitz efficient frontier. C.set of optimrisky portfolios. is correct.The Markowitz efficient frontier hhigher rates of return for a given level of risk. With respeto the minimum-varianportfolio, the Markowitz efficient frontier is the set of portfolios above the globminimum-varianportfolio thminates the portfolios below the globminimum-varianportfolio. 沒太理解題目在問什麼?
NO.PZ2015121801000071 minimum-varianfrontier是指什么
为什么是below?不是above?
请问C a set of optimrisky portfolio 不对吗?EF也是一系列最优风险资产组合的点呀。