[单选题]

When a risk-free asset is combined with a portfolio of risky assets, will the
Standard deviation of the resulting    Graph of the possible portfolio return
portfolio be a linear function of the    and risk combinations display
standard deviation of the risky asset    increasing incremental return per unit of
portfolio?              incremental risk change?

A.Yes               No

B.Yes               Yes

C.No               No

参考答案与解析: