Which of the following statements is FALSE? o The Sharpe ratio is the number of standard deviations the portfolio's return would have to fall to under-perform the risk-free investment. o Borrowing money to invest in stocks is referred to as buying stocks on margin. The slope of the line fromthe risk-free rate through a given portfolio is often referred to as the Sharpe ratio of the portfolio. o The Sharpe ratio measures the ratio of volatility-to-reward provided by a portfolio