Are the following statements true or false? Please briefly explain your answer. A correct answer without an explanation is worth 0 points. A correct answer with an incorrect explanation can also be worth 0 points depending on how incorrect the explanation is. d) (1 point) The following assets are available to you: Asset Expected return A 15% 12% 5% D 9% Standard deviation 36% 15% 7% 21% You are not sure about correlations between these assets. Statement: Asset D can not lie on the efficient frontier. e) (1 point) All investors are maximizing the expected return subject to not exceeding some standard deviation they are willing to tolerate. Asset A has a lower Sharpe-ratio and a higher variance than Asset B. Statement: Some investors might still invest some of their wealth into Asset A