Question: QUESTION 2 Which is false about the Markowitz efficient frontier? a. The Markowitz efficient frontier is composed of portfolios thatinvestors will find superior, given assumptions

QUESTION 2

  1. Which is false about the Markowitz efficient frontier?

a.

The Markowitz efficient frontier is composed of portfolios thatinvestors will find superior, given assumptions of rationality andrisk aversion.

b.

The Markowitz efficient frontier is a graph that plots theefficient “solution set” to a given set of mean-varianceparameters.

c.

The Markowitz efficient frontier will contain two portfolioswith the same standard deviation if they have different expectedreturns.

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