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According to the Markowitz portfolio theory, the optimal risky portfolio refers to: A. All portfolios that lie on the minimum variance frontier B. The global
According to the Markowitz portfolio theory, the optimal risky portfolio refers to:
A. | All portfolios that lie on the minimum variance frontier
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B. | The global minimum variance portfolio
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C. | The efficient portfolio that has the highest expected return
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D. | The efficient portfolio that has the highest Sharpe ratio
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E. | All portfolios that lie on the efficient frontier
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