What Happens to Portfolios That Cannot Be Dominated

question 12

Multiple Choice

What happens to portfolios that cannot be dominated?

• A)They lie on the efficient frontier.
• B)They are minimum risk portfolios.
• C)They have low correlations.
• D)They have maximum expected returns.

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Definitions:

Sistrum

An Egyptian percussion instrument or rattle.

Grave Circle A

An archaeological site located in Mycenae, Greece, notable for its royal burials and rich grave goods dating from the 16th to the 11th century BCE.

Shaft Graves

A type of deep burial structure found in Mycenaean civilization, notable for containing valuable artifacts and indicating social status.

Lion Gate

The main entrance of the Bronze Age citadel of Mycenae in Greece, famous for its lintel topped by a relief sculpture of two lionesses.