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chyje2007 · 2018年08月30日

问一道题:NO.PZ2015121801000071 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

不太明白答案里说的markowitz ef线最后一句below the global minimum variance potfolio?不应该是above the global mininum variance portfolio吗?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年08月30日

这道题问的比较绕。关键词在dominate,就是超过胜过的意思,因为Markowitz曲线全部在global minimum portfolio的上方,因此对于其下方的portfolio是dominate 的。

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