Which of the Following Statements Regarding the Portfolio Selection Problem

Multiple Choice

Which of the following statements regarding the Portfolio selection problem is False?

A) Decision variables typically involve the amount to be invested in each investment choice.
B) Minimizing risk is the most common objective.
C) Alternate formulations are possible.
D) Maximizing return on investments subject to a set of risk constraint is a typical problem formulation.
E) Legal constraints can be introduced in addition to risk constraints .