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The Efficient Set of Portfolios

Question 29

Multiple Choice

The efficient set of portfolios:


A) contains the portfolio combinations with the highest return for a given level of risk.
B) contains the portfolio combinations with the lowest risk for a given level of return.
C) is the lowest overall risk portfolio.
D) Both contains the portfolio combinations with the highest return for a given level of risk; and contains the portfolio combinations with the lowest risk for a given level of return.
E) Both contains the portfolio combinations with the highest return for a given level of risk; and is the lowest overall risk portfolio.

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