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The optimal portfolio in the efficient frontier is the portfolio that: Lies in the middle of the capital market line Maximises the Sharpe ratio Maximises

The optimal portfolio in the efficient frontier is the portfolio that:

Lies in the middle of the capital market line

Maximises the Sharpe ratio

Maximises the beta on the CAPM

Has the minimum risk across all the available portfolios

Has the maximum return across all the available portfolios

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