Q60. When a risk – free asset is combined with a portfolio of risky assets, will the
| Standard deviation of the resulting portfolio be a linear function of the standard deviation of the risky asset portfolio? | Graph of the possible portfolio return and risk combinations display increasing incremental return per unit of incremental risk change? |
A | No | No |
B | No | Yes |
C | Yes | No |
D | Yes | Yes |
答案和详解如下:
..........
选b
see
thx
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