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。