Answer TRUE or FALSE 1) Interest rates impact portfolio returns 2) The Tangent Portfolio risk-return profile does not depend on the level of interest rates 3) For a given level of risk, one can hold a portfolio that sits above the efficient frontier for a given period of time (super-efficient portfolio) 4) To create market-neutral portfolios, we should only look for assets that show little to no correlation with the market return 5) Asset Allocation where short sales and leverage (borrowing) is allowed can potentially generate risk-adjusted returns potentially higher than the ones of the Tangent Portfolio Answer TRUE or FALSE 1) Interest rates impact portfolio returns 2) The Tangent Portfolio risk-return profile does not depend on the level of interest rates 3) For a given level of risk, one can hold a portfolio that sits above the efficient frontier for a given period of time (super-efficient portfolio) 4) To create market-neutral portfolios, we should only look for assets that show little to no correlation with the market return 5) Asset Allocation where short sales and leverage (borrowing) is allowed can potentially generate risk-adjusted returns potentially higher than the ones of the Tangent Portfolio