Which of the following statements is not correct about the optimal risky portfolio? An investor's...
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Which of the following statements is not correct about the optimal risky portfolio? An investor's complete portfolio consists of the optimal risky portfolio and the risk-free asset. The optimal risky portfolio is the one with the highest Sharpe ratio. The capital allocation line connecting the risk-free rate and the optimal risky portfolio has the steepest slope among all possible capital allocation lines. The optimal risky portfolio depends on the investor's degree of risk aversion. Which of the following statements is not correct about the optimal risky portfolio? An investor's complete portfolio consists of the optimal risky portfolio and the risk-free asset. The optimal risky portfolio is the one with the highest Sharpe ratio. The capital allocation line connecting the risk-free rate and the optimal risky portfolio has the steepest slope among all possible capital allocation lines. The optimal risky portfolio depends on the investor's degree of risk aversion
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