Question
The optimal risky portfolio is: - the portfolio with the smallest variance - found at the point of tangency between the line through the risk-free
The optimal risky portfolio is:
- the portfolio with the smallest variance
- found at the point of tangency between the line through the risk-free asset and the efficient frontier
- below the efficient frontier
- the portfolio with the greatest expected return
- above the efficient frontier
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Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Millon Cornett
1st International Edition
0071181334, 9780071181334
