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Which of the Following Statements Is FALSE

Question 22

Multiple Choice

Which of the following statements is FALSE?


A) The minimum variance portfolio has the lowest variance possible for an efficient portfolio.
B) Every portfolio below the efficient portfolio has a higher risk exposure for a correspondingly lower return than if it were within the efficient portfolio.
C) All portfolios on the efficient frontier have the same variance/return ratio.
D) All portfolios on the efficient frontier are attainable.

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