问题如下：
According to Roy's safety-first criterion, which portfolio is the optimal one, assuming a 0% threshold level's return?
选项：
A. Portfolio A.
B. Portfolio B.
C. Portfolio C.
解释：
A is correct
Using Roy's safety-first criterion, SFR of portfoio A = (6- 0) / 9=0.667 is the largest, so portfolio A is the optimal one.
请问这题是什么意思，考核的是哪个考点呀