问一道题：NO.PZ2015121801000058 [ CFA I ]

NO.PZ2015121801000058问题如下With respeto the mean–varianportfolio theory, the capitallocation line, CAL, is the combination of the risk-free asset ana portfolio of all:A.risky assets.B.equity securities.C.feasible investments.is correct.The Cis the combination of the risk-free asset with zero risk anthe portfolio of all risky assets thprovis for the set of feasible investments. Allowing for borrowing the risk-free rate aninvesting in the portfolio of all risky assets provis for attainable portfolios thminate risky assets below the CAL.这道题不应该是efficient frontier上面的risky asset吗. 如果选A，是否就包括了所有的风险资产?