Assume that there are three risky

securities: $A,B$ and $Z.$

Look at the Figure $1$ below and answer the questions $1-9$:

Figure $1$

All the portfolios on the $AB$ line represent

At point $O($origin$),$ the portfolio consists of $().$

The line $CD$ is the

If short selling is allowed, the minimum variance set is presented in

The weight of security $A$ is negative in

$4$