这个点不是在optimal risky portfolio的左边吗，那和risk asset的组合收益不是应该更大吗？

NO.PZ2018070201000084 问题如下 Whiof the following statements about lenng portfolio is correct? A.The portfolio return of a combination between risk-free assets anthe market portfolio is less ththe return of the market portfolio. B.The portfolio return of a combination between risk-free assets anthe market portfolio is higher ththe return of the market portfolio. C.The portfolio return of a combination between risk-free assets anthe market portfolio is equto the return of the market portfolio. A is correct.In the CML, a lenng portfolio shows ththe portfolio return of a combination between risk-free assets anthe market portfolio is less ththe return of the market portfolio. 解析中“补充一下左侧（m下方的点）相当于我们给了Rf一定的权重。相当于我们一部分钱买了无风险资产一部分投资了大盘指数。所以收益率是更低的，风险也是更低的。右侧（m上方的点）我们给了Rf一个小于零的权重，相当于我们跟银行借钱买了大盘指数，收益率高，风险也高。” 权重怎么能小于0呢？