Question: Is the following statement true or false? Explain your answer briefly (in no more than four sentences) Alia's portfolio consists of $500 in stock A,

Is the following statement true or false? Explain your answer briefly (in no more than four sentences) "Alia's portfolio consists of $500 in stock A, $1000 in stock B. $1500 in stock C and a short position of $1000 in the risk-free asset. Bo's portfolio consists of $100 in stock A. $200 in stock B and $300 in stock C (and no holdings of the risk-free asset). The mutual fund theorem is violated in this example

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