问题
单项选择题
An analyst does research about efficient frontier curve. As an investor continues to assume more risk and moves upward on the efficient frontier, the slope of the efficient frontier curve:
A. increase and incremental return per unit of risk decrease.
B. decrease and incremental return per unit of risk increases.
C. decrease and incremental return per unit of risk decrease.
答案
参考答案：C
解析： 有效前沿线(efficient frontier curve)代表最优的风险性资产组合，在同样的收益情况下具有最低的风险，当不断增加风险时，有效前沿的斜率不断降低，代表增加单位风险所要求增加的回报减少。