1.The efficient frontier is composed of the best possible combinations of risk and return for well diversified...
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Question:
1.The efficient frontier is composed of the best possible combinations of risk and return for well diversified portfolios.As a result, the investor should always choose the portfolio on the efficient set that maximizes the Sharpe ratio.In a world of positive transaction costs how often should a portfolio manager rebalance their portfolio to make sure it is on the efficient frontier?
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