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【单选题】

The capital allocation line provided by a risk-free security and N risky securities is ()

A.
the line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities.
B.
the line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier.
C.
the line tangent to the efficient frontier of risky securities drawn from the risk-free rate.
D.
the horizontal line drawn from the risk-free rate.
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A.
I only
B.
II only
C.
I and II only
D.
II and III only
E.
II, III, and IV only
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A.
Only portfolio A cannot lie on the efficient frontier.
B.
Only portfolio B cannot lie on the efficient frontier.
C.
Only portfolio C cannot lie on the efficient frontier.
D.
Only portfolio D cannot lie on the efficient frontier.
E.
Cannot tell from the information given.
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A.
specific risk.
B.
standard deviation of returns.
C.
reinvestment risk.
D.
beta.
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A.
unique risk.
B.
beta.
C.
standard deviation of returns.
D.
variance of returns.
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A.
It includes all publicly-traded financial assets.
B.
It lies on the efficient frontier.
C.
All securities in the market portfolio are held in proportion to their market values.
D.
It is the tangency point between the capital market line and the indifference curve.
E.
All of the options are true.
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III only
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C.
standard deviation of returns.
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