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Bad5shah

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tT
发表于 2011-7-11 19:48 | 只看该作者

cracking true or false question

efficient, question, false
Individual securities do not lie on the CML or the Markowitz efficient frontier.

true or false?
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JGovender

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2#
发表于 2011-7-11 19:48 | 只看该作者
Thats what I thought..


BUT....wont an individual security that offers the HIGHEST possible return plot on the efficient frontier?

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MonkeyBusiness

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3#
发表于 2011-7-11 19:48 | 只看该作者
hmmmm, can't give a precise answer...individual securities are inefficient "portfolios" that's the way i see it

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koba

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4#
发表于 2011-7-11 19:48 | 只看该作者
but the efficient frontier's 'end points' have to be the assets offering the lowest and highest returns...

I need to STOP!!

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suyash1989

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5#
发表于 2011-7-11 19:48 | 只看该作者
sarah, take a good hour of sleep after lunch if possible...i did it and even so i continue to feel very near to burn out mode...not a good prosect for tomorrow...

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ajpheif16

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6#
发表于 2011-7-11 19:48 | 只看该作者
Individual securities do not plot on the CML, entire portfolios plot on the CML. The same applies for the efficient frontier. The CML is a straight line because you can lend and borrow to create an optimal portfolio whereas you cannot on the efficient frontier.



Edited 1 time(s). Last edit at Friday, June 5, 2009 at 10:51AM by Chuckrox8.

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