Show[Plot[0.35 \[Sigma] + 0.04, {\[Sigma], 0, 0.4},
PlotLabel ->
Style["风险资产组合资产配置线", Larger, FontWeight -> "Medium", Black],
PlotLabels ->
Placed[{"Rm=0.04", "k=0.35"}, {{0.04, 0.07}, {0.3, 0.155}}],
AxesLabel -> {Style[\[Sigma], Medium, FontWeight -> "Light", Black],
Style[ERf, Medium, FontWeight -> "Light", Black]},
PlotRange -> {0, 0.2}, ImageSize -> 500, PlotStyle -> Orange],
ListPlot[{Labeled[{0.2, 0.11}, "P(0.2,0.11)", Top, Spacings -> 2],
Labeled[{0.16, 0.096}, "C(0.16,0.096)", Top]}]]

不覆盖曲线，打错了

双击以编辑。