Question
Which of the following is true? a.Short sale restriction has no effect on the efficient frontier b. The efficient frontier without short sales dominates the
Which of the following is true?
a.Short sale restriction has no effect on the efficient frontier
b.The efficient frontier without short sales dominates the efficient frontier with short sales
c.The efficient frontier with short sales dominates the efficient frontier without short sales
d.The efficeint frontier with and without short sales are exactly the same
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
