B和C错误是不是缺少条件描述？
B：at given risk
C: at given expected return
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2018070201000081 问题如下 Whiof the following statement about optimrisky portfolio is most correct? A.The optimrisky portfolio is the market portfolio. B.The optimrisky portfolio hthe highest expectereturn. C.The optimrisky portfolio hthe lowest expectevariance. A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory. 讲义第29页的图里最优CAL也是连接Rf和optimrisk portfolio的点啊
NO.PZ2018070201000081问题如下Whiof the following statement about optimrisky portfolio is most correct?A.The optimrisky portfolio is the market portfolio.B.The optimrisky portfolio hthe highest expectereturn.C.The optimrisky portfolio hthe lowest expectevariance.A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory.optimportfolio是IC和CML的切点，我看其他答疑怎么说这是CML和EF切点(这不应该是optimrisky吗)
NO.PZ2018070201000081 问题如下 Whiof the following statement about optimrisky portfolio is most correct? A.The optimrisky portfolio is the market portfolio. B.The optimrisky portfolio hthe highest expectereturn. C.The optimrisky portfolio hthe lowest expectevariance. A is correct.The optimrisky portfolio is the market portfolio, in the capitmarket theory. 如题。谢谢！
老师，题目里没说是根据THEORY呀，optimCAL和EF的切点本身是optimrisky portfolio了，不同的投资者有不同的optimrisky portfolio不是吗。
The optimrisky portfolio hthe highest expectereturn. The optimrisky portfolio hthe lowest expectevariance. A is correct. The optimrisky portfolio is the market portfolio, in the capitmarket theory.这里是不是要加个限制条件 In theCML？
