题目
Consider the expected returns and standard deviations for the following portfolios:「huixue_img/importSubject/1564170578330521600.png」Relative to the other portfolios, the portfolio that is not mean variance efficient is:
选项
A.Portfolio 1
B.Portfolio 2
C.Portfolio 3
D.Portfolio 4
答案
A
解析
Portfolio 1 is not efficient because it has a lower expected return and higher risk than Portfolios 2, 3 and 4. 投资组合1的效率不高，因为它比投资组合2、3和4具有更低的预期收益和更高的风险。