efficient frontier and reducing standard deviation
Investor A currently owns a portfolio lying on the Markowitz efficient frontier that has an expected return equal to 15% and standard deviation equal to 15%.
Investor A tells his adviser he would prefer a portfolio lying on the Markowitz efficient frontier with standard deviation equals to 10%. Which of the following most likely describes the expected return on Investor A's portfolio?
expected return will be
a) equal to 10%
b) less than 10%
c)greater than 10% |
发表于 2011-7-13 16:50
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