Please determine if this is true or false:

1) No portfolio on the efficient frontier can dominate any other portfolio on the efficient frontier.

2) The allocation effect <1% if the actual weight of stocks is 60%, the actual weight of bonds is 40%, the benchmark weight of stocks is 50%, the benchmark weight of bonds is 50%, the benchmark return on stocks is 12% and the benchmark return on bonds is 6%.

3) Using the information in the question above, assuming the actual return on stocks is 10% and the actual return on bonds is 4%, the selection effect < 0%.

4) If returns are 9%, 19%, -11% and 22%, the DWRR > 10%.

5) It is fair to say that the Treynor measure ignores systematic risk.