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Please help me with the question below: Which of the following is NOT true about the Optimal Risky Portfolio? A. It is independent of the

Please help me with the question below:

Which of the following is NOT true about the Optimal Risky Portfolio?

A. It is independent of the risk-free rate.

B. It lies on the Capital Allocation Line

C. It is a feasible portfolio.

D. It maximizes the Sharpe Ratio

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