Question 79 The graph below combines the efficient frontier with the indifference curves for two different investors, X and Y (represented by U(X) and U(Y)). The letters A, B, C, and D represent four
Which of the following statements about the above graph is most accurate? A) Investor X would be better off moving to indifference curve U(X)1 and Portfolio C because of the higher return on that portfolio. B) Investor X is less risk-averse than Investor Y. C) The backward bend in the efficient frontier is due to less than perfect correlation between portfolio assets. D) Portfolio B is an optimal portfolio, Portfolio A is suboptimal. Which of the following statements about the above graph is most accurate? A) Investor X would be better off moving to indifference curve U(X)1 and Portfolio C because of the higher return on that portfolio. B) Investor X is less risk-averse than Investor Y. C) The backward bend in the efficient frontier is due to less than perfect correlation between portfolio assets. D) Portfolio B is an optimal portfolio, Portfolio A is suboptimal.
[此贴子已经被作者于2008-5-10 15:51:51编辑过] | 
发表于 2008-5-17 21:00
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