CFA Level 1学生就Portfolio Management课后练习题第6题提问

问题列表 › 分类: Portfolio Management › CFA Level 1学生就Portfolio Management课后练习题第6题提问

panda 老师提问于6年之前

Which of the following possible portfolios cannot lie on the efficient frontier?
Portfolio                                     expected return                                 standard deviation
1                                                              8%                                                                 6%
2                                                           10%                                                                 6%
3                                                            14%                                                                12%
4                                                            14%                                                                16%

A. Portfolio 3 only
B. Portfolio 1 and 4
C. Portfolio 2 and 3.

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panda 老师回答于6年之前

本题答案是B。portfolio 1 does not lie on efficient frontier because it has a lower return than portfolio 2 but has equal risk. Portfolio 4 does not lie on the efficient frontier because it has higher risk than portfolio 3 but has the same return.