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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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