Based on the figure below, which one is false? Risk/Return Decision Rules Diagrammed E(r) 2 NW Market Portfolio NW or O The market portfolio is on the efficient frontier line. O If you invest all of your money in the market index and borrow some money (at the risk free rate) to invest more in the market index, your position will be 2 (as written on the figure) If you invest some of your money in the risk-free treasury and the rest in the market index, your position will be 1 (as written on the figure) The efficient frontier represents the minimum expected return per unit of risk