An investor is evaluating the following possible portfolios. Which of the following portfolios would least likely
lie on the efficient frontier?
Portfolio
Expected Return
Standard Deviation
A
26%
28%
B
23%
34%
C
14%
23%
D
18%
14%
E
11%
8%
F
18%
16%
A) C, D, and E.
B) A, E, and F.
C) A, B, and C.
D) B, C, and F.
自己先做~
做完之后滑这儿,就能对答案
Answer:D Solution:
Portfolio B cannot lie on the frontier because its risk is higher than that of Portfolio A's with lower return.Portfolio
C cannot lie on the frontier because it has higher risk than Portfolio D with lower return.Portfolio F cannot lie on the frontier cannot lie on the frontier because its risk is higher than Portfolio D.