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In an efficient world of a risk-free asset and many risky assets, what's your optimal investing strategy? Carefully pick up assets from the efficient

In an efficient world of a risk-free asset and many risky assets, what's your optimal investing strategy?

In an efficient world of a risk-free asset and many risky assets, what's your optimal investing strategy? Carefully pick up assets from the efficient frontier; Carefully pick up only risky assets because they offer higher returns; Invest only in the risk-free asset; O Pick up a portfolio from the capital market line.

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