There are only two risky securities A and $B$ and the correlation coefficient between the returns of the securities is $-1.$

Question: Observe the figure below and select the correct answer.

A risk$-$averse investor would be indifferent between investing in any of the portfolios on the line CF$.$

Security B is dominated by security A$.$

Portfolios on the semi line EF are constructed by taking a short position in A and taking a long position in $C.$

Every investor would choose to invest only in portfolio A$.$