If we want to add that asset to the portfolio, what it does is it produces an efficient portfolio frontier that is now a straight line; I show that on the diagram.

如果我们将其加入到投资组合中去，则会生成一条资产组合的有效边界,即一条直线;,我在图里把它画出来了。

耶鲁公开课 - 金融市场课程节选