问题:
[单选题]According to the mean-variance criterion, which one of the following investments dominates all others? ()
AE(r) = 0.15; Variance = 0.20
BE(r) = 0.10; Variance = 0.20
CE(r) = 0.10; Variance = 0.25
DE(r) = 0.15; Variance = 0.25
ENone of these options dominates the other alternatives.
答案解析: