Question: What does it mean if a portfolio is on the efficient frontier? Group of answer choices A. It is negatively correlated with the bond market.

What does it mean if a portfolio is on the "efficient frontier?"

Group of answer choices

A. It is negatively correlated with the bond market.

B. There is no other portfolio that has both higher mean return and lower variance.

C. It is probably an outlier.

D. It has the highest "beta" of all portfolios.

E. None of the above.

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