Which One of the Following Statements About Efficient Portfolios Is

question 14

Multiple Choice

Which one of the following statements about efficient portfolios is correct?

• A)Any efficient portfolio will lie below the minimum variance portfolio when the expected portfolio return is plotted against the portfolio standard deviation.
• B)An efficient portfolio will have the lowest standard deviation of any portfolio consisting of the same two securities.
• C)There are multiple efficient portfolios that can be constructed using the same two securities.
• D)Any portfolio mix consisting of only two securities will be an efficient portfolio.
• E)There is only one efficient portfolio that can be constructed using two securities.