NO.PZ2018070201000074
问题如下：
Which of the following determines the individual investor's optimal portfolio according to the mean-variance theory?
选项：
A. risk-free rate.
B. borrowing rate.
C. risk preference.
解释：
Each individual investor’s optimal mix of the risk-free asset and the optimal risky asset is determined by the investor’s risk preference.
什么是mean variance theory