The Optimal Risky Portfolio Can Be Identified by Finding

Multiple Choice

The optimal risky portfolio can be identified by finding:
I. The minimum-variance point on the efficient frontier
II. The maximum-return point on the efficient frontier and the minimum-variance point on the efficient frontier
III. The tangency point of the capital market line and the efficient frontier
IV. The line with the steepest slope that connects the risk-free rate to the efficient frontier

A) I and II only
B) II and III only
C) III and IV only
D) I and IV only