There are only 2 assets to invest in, both being risky. AAPL has an expected return of 10% and volatility of 15%. MSFT has an expected return of 12% and volatility of 18%. Which one of the following statements is correct?

		On the expected return-volatility space, the set of all feasible risky portfolios is a curve that does not go through any of the 2 risky assets.
		100% invested in AAPL is an efficient portfolio.
		On the expected return-volatility space, the set of all feasible risky portfolios is a straight line.
		100% invested in MSFT is an efficient portfolio.