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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 B)None

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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