Question: True or False? -- Stock A has expected return rA = 8% and standard deviation A = 8%. Stock B has expected return rB =

True or False? -- Stock A has expected return rA = 8% and standard deviation A = 8%. Stock B has expected return rB = 10% and standard deviation B = 8%. Stock C has expected return rC = 10% and standard deviation C = 12%. Stocks A, B, and C are mutually uncorrelated. The portfolio that consists of 50% stock A, 40% stock B, and 10% stock C is on the efficient portfolio frontier

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