李同学2019-02-13 15:04:28

11.单选题 已收藏 标记 纠错 The minimum-variance frontier least likely contains all attainable risky assets with the: A highest expected return for a given level of risk. B lowest amount of risk for a given level of return. C highest expected return relative to the risk-free rate. 查看解析 上一题 下一题 正确答案C 您的答案C本题平均正确率：78% Modern Portfolio Theory难度：一般 推荐：      答案解析 The minimum-variance frontier does not account for the risk-free rate. The minimum-variance frontier is the set of all attainable risky assets with the highest expected return for a given level of risk or the lowest amount of risk for a given level of return. 请问：我选对了，因为C说的跟这没关系。但是我想问一下，C说的究竟是什么，可否用图解释一下？