The optimal risky portfolio can be identified by finding: I. The minimum-variance point on the efficient frontier II. The maximum-return point on the efficient frontier and the minimum-variance point on the efficient frontier III. The tangency point of the capital market line and the efficient frontier IV. The line with the steepest slope that connects the risk-free rate to the efficient frontier
A) III and IV only
B) I and Il only
C) Land IV only
D) Il and IIl only

Respuesta :

Answer:

A. III and IV only

  • The tangency point of the capital market line and the efficient frontier
  • The line with the steepest slope that connects the risk-free rate to the efficient frontier

Explanation: