Question 06 1 The following shows the mean-variance analysis results on Dowlones 30 stock. Assuming a zero risk-free rate, which of the following statements regarding the results is false? A MSFT shows the highest Sharpe ratio PG dominates both KO and IBM Both Vand MCD dominates BA AAPL dominates both NKE and CAT c D Hint: Midterm Questions 6 and 7 MSFT 30% AAPL CRM VUNH 20% CAT WAT Average Return NKE SN PG HON MEK NE VZ INTC KO BA GS AXP MMMDIS TRV IBM 20% X 5 10% 30% 40% 50%