题目
There are two assets X and Y, which line is not likely the efficient frontier for X and Y?「huixue_img/importSubject/1564170577994977280.png」
选项
A.A
B.B
C.C
D.D
答案
D
解析
The efficient frontier is concaveabove the minimum variance portfolio 有效边界在最小方差组合之上是凹的。