Which of the following statements is true Sharpe ratio is the portfolio's risk premium The capital allocation line is a parabola All portfolios lying on the same capital allocation line have the same Sharpe ratio Two assets with the same expected return should have the same Sharpe ratio

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Which of the following statements is true? Sharpe ratio is the portfolio's risk premium. The capital allocation line is a parabola. All portfolios lying on

Which of the following statements is true?

		Sharpe ratio is the portfolio's risk premium.
		The capital allocation line is a parabola.
		All portfolios lying on the same capital allocation line have the same Sharpe ratio.
		Two assets with the same expected return should have the same Sharpe ratio.

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