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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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