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Question 06 The following shows the mean-variance analysis results on Dow-Jones 30 stocks. Assuming a zero risk-free rate, which of the following statements regarding the results is false? A B MSFT shows the highest Sharpe ratio AAPL dominates both PG and MCD PG dominates both BA and KO Both V and NKE dominates BA C D Hint: Midterm Questions 6 and 7 40% MSFT 30% AAPL CRM 20% V UNH HD CAT WART PG Average Return NKE GN MRON INTC IPM JNJ VZ 10% BA AXP MMMDIS TRV CVX IBM GS 0% 0% 10% 20% 30% 40% 50% -10% Standard Deviation