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If one were to plot the expected returns of assets (y axis) against the systematic risk (x-axis) and construct a frontier of investments, then the

If one were to plot the expected returns of assets (y axis) against the systematic risk (x-axis) and construct a frontier of investments, then the indifference curves of a risk-neutral investor would:

Select one or more:

a. Coincide over top the efficient frontier boundary at all points

b. Would be straight vertical lines

c. Would increase in utility as you go left along the x-axis

d. Would increase in utility as you go up along the y-axis

e. Would be straight horizontal lines

f. Would be undefined and impossible to plot on such a diagram

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