"The set of portfolios on the minimum-variance frontier that dominates all sets of portfolios below the global minimum-variance portfolio is the:
A.capital allocation line.
B.Markowitz efficient frontier.
C.set of optimal risky portfolios."

"B is correct. The Markowitz efficient frontier has higher rates of return for a given level of risk. With respect to the minimum-variance portfolio, the Markowitz efficient frontier is the set of portfolios above the global minimum- variance portfolio that dominates the portfolios below the global minimum- variance portfolio."

我觉得 题目有问题呀 应该是above the global minimum-variance portfolio
原版书上的原题 是我理解有问题么
求前辈们指点