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Portfolios A and B are both risky asset portfolios that Susan can invest in given her opportunity set of investments. Portfolio B has a lower
Portfolios A and are both risky asset portfolios that Susan can invest in given her opportunity set of
investments. Portfolio B has a lower return and the same standard deviation as Portfolio A Portfolio B most
likely:
A Lies on the efficient frontier.
B Lies on the capital market line.
C Lies on the minimum variance frontier.
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