单选题
Which of the following statements about risk is least likely correct?
A、
The security market line plots expected return against systematic risk.
B、
The capital market line plots expected return against total risk.
C、
The efficient frontier plots expected return against unsystematic risk.
【正确答案】
C
【答案解析】
The efficient frontier plots expected return against the standard deviation of return, a measure of total risk.
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