问题如下:
Assume the expected return on all stocks in the market represented by point W , and the expected return on all bonds in the market represented by point Y on the graph.
The efficient frontier consists of the portfolios between and including:
选项:
A.Y and W.
B.Y and X.
C.X and W.
D.none of the above.
解释:
C is correct.
考点:有效前沿
解析: 有效前沿始于全球最小方差投资组合,向右上延伸,包括对任何给定风险水平(标准差或方差)具有最大预期收益的投资组合。
这题我在新版本里面是看不到图的,但是因为旧版本的时候做过了所以知道图大概的样子,可以的话麻烦修复一下bug吧,谢谢啦。