Consider portfolios X and T (the tangency portfolio) which both lie on the Capital Allocation Line (CAL) as shown below. Indicate which statements below are TRUE. Select ALL, the TRUE statements. Portfolio X has a higher Sharpe Ratio than Portfolio T Portfolio X has a lower Sharpe Ratio than Portfollo T Portfolio X has the same Sharpe Ratio as Portfollio T All rational investors would prefer portfolio X to portfolio T All rational investors would prefer portfolio T to portfollo X All rational investors would be indifferent between portfolio X and portfolio T Portfolio X invests proportionately more (i.e. has greater weight) in the risk-free asset than Portfolio T invests in the risk-free asset. Portfolio X invests proportionately less (li.e. has lower weight) in the risk-free asset than Portfolio T invests in the risk-free asset. Portfolio X invests proportionately the same (i.e. has the same weight) in the risk-free asset as Portfolio T invests in the risk-free asset