Which of the following statements is NOT correct regarding the efficient frontier? Select one: a. Portfolios on the efficient frontier have the least risk for a given amount of expected return. b. Risk-averse investors will never add a risky asset to their portfolios that is not on the efficient frontier. c Portfolios on the efficient frontier have the highest expected return for a given amount of risk. d. Regardless of individual risk tolerance, risk-averse investors will prefer portfolios that are on the efficient frontier to portfolios that are not on the efficient frontier