Which of the Following Statements Is FALSE

question 35

Multiple Choice

Which of the following statements is FALSE?

• A)It is not actually necessary to identify the efficient portfolio itself.All that is required is to identify a collection of portfolios from which the efficient portfolio can be constructed.
• B)Although we might not be able to identify the efficient portfolio itself,we know some characteristics of the efficient portfolio.
• C)An efficient portfolio can be constructed from other diversified portfolios.
• D)An efficient portfolio need not be well diversified.

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