Which of the following statements is false based on the graph below: E(r) M RE B A E 0 a. All the risky portfolios between E and M on the curve are dominated by the portfolios on the R M line. A strongly risk-averse investor would prefer point P to point F. O C. The Sharpe ratio of the R-M line is greater than that of the Re B line. d. Point P can be obtained by investing a part of the portfolio in the risk-free asset and the remainder in M. e. The RFB line is called the security market line