All attainable portfolios lie on the efficient frontier.

Name: All attainable portfolios lie on the efficient frontier.
Brand: Quizplus
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Question

Quizplus · Accepted Answer

The efficient frontier represents only those portfolios that provide the maximum expected return for a given level of risk or the minimum risk for a given level of expected return. Not all attainable portfolios lie on this frontier; many will have suboptimal risk-return characteristics.

All Attainable Portfolios Lie on the Efficient Frontier