问题如下图：
选项：
A. 
B. 
C. 
解释：
为什么是below？不是above？
Wendy_品职助教 · 2019年08月22日
解题思路：
这道题的考点是Markowitz efficient frontier的定性表述，关键是要读懂题目。
dominate是优于、胜过的意思。题目问：minimum-variance frontier有一组组合，这组组合优于 glob minimum variance portfolio 下方的所有组合，问这组组合叫什么。
如下图所示，所有风险资产组合可以形成minimum variance portfolio的曲线，曲线最左边的点是global minimum portfolio。 Markowitz efficient frontier（红色实线）全部在global minimum portfolio的上方，因此对于其下方的portfolio（红色虚线）是dominate 的。
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
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。