60、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 |
A. Answer A B. Answer B C. Answer C D. Answer D
[此贴子已经被作者于2008-11-7 14:10:25编辑过] |