NO.PZ2015121801000071
问题如下:
The set of portfolios on the minimum-variance frontier that dominates all sets of portfolios below the global minimum-variance portfolio is the:
选项:
A.
capital allocation line.
B.
Markowitz efficient frontier.
C.
set of optimal risky portfolios.
解释:
B is correct.
The Markowitz efficient frontier has higher rates of return for a given level of risk. With respect to the minimum-variance portfolio, the Markowitz efficient frontier is the set of portfolios above the global minimum-variance portfolio that dominates the portfolios below the global minimum-variance portfolio.
老师可否整体翻译解释下提干的意思 谢谢