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Minimum Variance Portfolio weighting is a better portfolio for minimizing risk than can be found on the Efficient Frontier weighting you previously computed. True? False?
Minimum Variance Portfolio weighting is a better portfolio for minimizing risk than can be found on the Efficient Frontier weighting you previously computed. True? False?
If the Efficient Frontier was graphed as a continuous function, the Minimum Variance Portfolio would lie on it. True? False?
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