Question: Which statement about ORP is FALSE? It is the best choice out of all other portfolios from the Opportunity Set It generates the highest return

  1. Which statement about ORP is FALSE?

  1. It is the best choice out of all other portfolios from the Opportunity Set
  2. It generates the highest return for the risk taken out of all other portfolios from the Opportunity Set
  3. It is the end point of the Efficient Frontier
  4. It is often hard to replicate for individual investors since it often requires short sales to achieve

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