Hmmm I am very unsure about this. The only thing that I could see to calculate based on this is the Sharpe ratio (which is also the slope of the CML I think?) It should be high for the one that's actually the market portfolio given that it is the best combination of risky assets (ie best return per unit of risk). Based on that logic, the answer is B.
But I have no idea if this is on the right track. Anyone? |
发表于 2011-7-13 14:22
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