Question: Question 1 0 ( Mandatory ) ( 1 point ) The market expected return is 8 % . A risk - averse investor wants to

Question 10(Mandatory)(1 point)
The market expected return is 8%. A risk-averse investor wants to achieve 10% return and invests according to the two-fund separation principle. Which of the following statement is NOT correct?
The investor will have to borrow from the risk-free asset.
The investor's portfolio will have a beta coefficient larger than one.
The investor's portfolio consists of diversifiable risk.
The investor's portfolio has the same Sharpe ratio than the market portfolio's.
Question 1 0 ( Mandatory ) ( 1 point ) The market

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