Which of the following statements is FALSE?
A) The minimum variance portfolio has the lowest variance possible for an efficient portfolio.
B) Every portfolio below the efficient portfolio has a higher risk exposure for a correspondingly lower return than if it were within the efficient portfolio.
C) All portfolios on the efficient frontier have the same variance/return ratio.
D) All portfolios on the efficient frontier are attainable.

Question

Quizplus · Accepted Answer

Portfolios on the efficient frontier have different variance/return ratios, as they represent different trade-offs between risk and return.

Which of the Following Statements Is FALSE