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8. ( 2 points) Which of the following statement is NOT true? (a) Even if you do not own a stock, you can sell a
8. ( 2 points) Which of the following statement is NOT true? (a) Even if you do not own a stock, you can sell a stock today and then buy that stock back in the future. (b) Buying stocks on margin increase both the expected return and the volatility of your stock portfolio. (c) We cannot find another portfolio that have higher Sharpe ratio than the tangent portfolio. (d) None of the above
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