Which of the following statements is FALSE?

Question 23 options:

A)	Margin investing is a risky investment strategy.

B)	Because our return on the risk-free investments is fixed and does not move with (or against) our portfolio, the correlation between the risk-free investment and the portfolio is always equal to one.

C)	Short selling the risk-free investment is equivalent to borrowing money at the risk-free interest rate through a standard loan.

D)	Margin investing can provide higher expected returns than investing in the efficient portfolio using only the funds we have available.