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(TCO G) Regarding modern portfolio theory, which one of the following observations is untrue? a.Adding a risk-free asset to the portfolio alters the efficient frontier.

(TCO G) Regarding modern portfolio theory, which one of the following observations is untrue?

a.Adding a risk-free asset to the portfolio alters the efficient frontier.

b.Adding leveraged assets to the portfolio alters the efficient frontier.

c.It is virtually impossible to determine what combination of assets comprises an efficient portfolio.

d.Portfolios that are not on the efficient frontier are unattainable.

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