NO.PZ2015121802000030
问题如下:
Capital allocation line is the combination of risk-free asset and which of the following?
选项:
A.global maximum-return portfolio.
B.optimal risky portfolio.
C.global minimum-variance portfolio.
解释:
B is correct.
An investor's capital allocation line is the combination of risk-free asset and the optimal risky portfolio.
c选项的含义等