Which of the Following Statements Is False

Multiple Choice

Which of the following statements is false?

A) Graphically, the efficient portfolios are those on the northeast edge of the set of possible portfolios, an area which we call the efficient frontier.
B) To arrive at the best possible set of risk and return opportunities, we should keep adding stocks until all investment opportunities are represented.
C) We say a portfolio is short those stocks that have negative portfolio weights.
D) Adding new investment opportunities allows for greater diversification and improves the efficient frontier.