Mean % Tangent Portfolio Efficient Frontier of Risky Assets and a Risk- free Asset Efficient Frontier of a Many-Risky-Asset Portfolio Minimum Variance Portfolio I'min Risk-free Asset 5 Individual Risky Assets Std Dev Omin In the chart above identity 1) the collection of all possible combinations of the 5 risky assets 2) the optimal wsky portfolio 3) the collection of all efficiently diversified portfolios. Mean % Tangent Portfolio Efficient Frontier of Risky Assets and a Risk- free Asset Efficient Frontier of a Many-Risky-Asset Portfolio Minimum Variance Portfolio I'min Risk-free Asset 5 Individual Risky Assets Std Dev Omin In the chart above identity 1) the collection of all possible combinations of the 5 risky assets 2) the optimal wsky portfolio 3) the collection of all efficiently diversified portfolios