单项选择题

Which of the following statement best described the efficient frontier It is the set of portfolios that has :（）

A. the minimum risk for every level of return.
B. the maximum return for each level of beta based on the capital asset pricing model.
C. the maximum excess rate of return for every given level of risk.

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单项选择题When an investor can borrow and invest at the risk-free rate, which of the following statements is NOT valid（）

A. Investors who borrow the risk-free asset to lever their portfolio will move their portfolios to the right of the market portfolio on the CML.
B. Any asset/portfolio lying below the CML is inefficient.
C. The x-axis measurement of risk is the standardized covariance.

单项选择题Which of the following statements about portfolio theory is least accurate()

A. As the correlation between two assets increases, the benefits of diversification also increase.
B. The optimal portfolio for each investor is at the point where her highest indifference curve is tangent to the efficient frontier.
C. The efficient frontier represents the set of portfolios that has the highest rate of return for every given level of risk, or the lowest risk for every level of return.