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Suechen · 2020年07月11日

问一道题:NO.PZ2018070201000069

问题如下:

Eunice, an analyst from an investment company, recently made the following statements about efficient frontier:

Statement 1:efficient frontier is the set of all investable risky assets with the highest expected return for a given level of risk.

Statement 2:efficient frontier is the set of all investable risky assets with the lowest amount of risk for a given level of return.

Statement 3:efficient frontier is the set of all investable risky assets with the highest expected return relative to the risk-free rate.

Which statement is least correct?

选项:

A.

Statement 1.

B.

Statement 2.

C.

Statement 3.

解释:

C is correct

The effective frontier is a collection of all available risky assets, with the highest expected rate of return for a given risk level or the lowest risk for a given level of return. The effective frontier does not take into account the risk-free rate.

C是什么意思,怎么解释呢

1 个答案

丹丹_品职答疑助手 · 2020年07月13日

嗨,努力学习的PZer你好:


同学你好,

如图,有效前沿指的是给定风险下最高的收益以及给定收益下的最低风险。


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加油吧,让我们一起遇见更好的自己!


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