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Which of the following statement is NOT correct? If CAMP is true, the market portfolio is on the mean-variance efficiency frontier In an economy that

Which of the following statement is NOT correct?

If CAMP is true, the market portfolio is on the mean-variance efficiency frontier

In an economy that has four risky assets and NO risk-free asset, any portfolio under the mean-variance efficiency frontier is the sub-optimal

In an economy that has four risky assets and a risk-free asset, the tangency portfolio is the best plausible risky portfolio

APT assumes the market clears

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