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Which of the following statements are false: A) The tangency portfolio is the point on the efficient frontier that is tangent to the risk-free rate

Which of the following statements are false: A) The tangency portfolio is the point on the efficient frontier that is tangent to the risk-free rate B) None of the above are false C) You cannot determine the tangency portfolio if your portfolio only has a single asset D) You cannot calculate the tangency portfolio without a risk-free rate E) The tangency portfolio is optimal as it provides the highest sharpe ratio

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