问题 单项选择题

An analyst does research about efficient frontier. Which statement is the least likely the character of the efficient frontier()

A. Minimize risk for a given return target.

B. Slope decrease along the curve.

C. Have the same utility for investors.

答案

参考答案:C

解析:

有效前沿(efficient frontier)是指风险性资产在给定收益的情况下风险最小,而且随着风险的不断增加有效前沿的斜率不断减小。同时,有效前沿对于不同投资者而言,其效用是不一样的。

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