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Which of the following best describes the shape of the portfolio possibilities curve?
A. The curve is strictly convex.
B. The curve is strictly concave.
C. The curve is concave above the minimum variance portfolio and convex below the minimum variance portfolio.
D. The curve is convex above the minimum variance portfolio and concave below the minimum variance portfolio.
Answer: C
The portfolio possibilities curve is concave above the minimum variance portfolio and convex below the MVP (minimum variance portfolio).
相關知識點：Possibility Frontier
The portion of the portfoiio possibility curve that lies above the minimum variance portfolio is concave while that which lies below the minimum variance portfolio is convex.
