微信扫一扫
实时资讯全掌握
|
Given a set of risky assets, a Markowitz efficient frontier: A. can be calculated from the assets’ expected returns and the correlations of returns for each pair of assets. B. includes all portfolios that reduce the risk level compared to holding a single asset. C. cannot be generated unless one of the assets has a beta of zero. D. consists of the portfolios that provide the lowest risk for every level of expected return. |