Question: In the context of the efficient frontier, what does the global minimum - variance portfolio represent? Question 3 Answer a . The portfolio with the
In the context of the efficient frontier, what does the global minimumvariance portfolio represent?
Question Answer
a
The portfolio with the least amount of systematic risk.
b
The portfolio with the highest possible return for any level of risk.
c
The portfolio with the lowest possible risk across all portfolios.
d
The portfolio that includes only riskfree assets
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