题目
Which one of the following portfolios does not lie on the efficient frontier?
「huixue_java/202212/MC4M3F_2212041654328701476061.png」
选项
A.A
B.B
C.C
D.D
答案
B
解析
Portfolio B has a lower expected return than Portfolio C with a higher standard deviation.投资组合B的预期收益低于投资组合C的预期收益，且标准差较高。