单选题 An investor has identified the following possible portfolios. Which portfolio lies to the right of the efficient frontier?
Portfolio
Expected Return
Standard Deviation
A
18%
35%
B
14%
20%
C
13%
24%
【正确答案】 B
【答案解析】Portfolio C must be inefficient because its risk is higher than the risk of Portfolio B and Portfolio C has a lower return.