问题
单项选择题
Which of the following portfolios could NOT lie on the efficient frontier()
A．Portfolio
B．Expected Return
C．Standard Deviation
答案
参考答案：B
解析：
Portfolio A does not lie on the efficient frontier because it has a lower return than Portfolio B but has greater risk. Portfolio D does not lie on the efficient frontier because it has higher risk than Portfolio C but has the same return.