问题
单项选择题
Which of the following possible portfolios is least likely to lie on the efficient frontier
A．Portfolio
B．Expected Rehurn
C．Standard Deviation
D．W
E．7%
F．5%
G．X
H．9%
I．12%
J．Y
K．11%
L．10%
M．Z
N．13%
O．15
答案
参考答案：B
解析：Portfolio X has a lower expected return and a higher standard deviation than portfolio Y. X must be inefficient.