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Which of the following statement is TRUE?
Which of the following statement is TRUE?
Minimum variance portfolio lie in the highest point in respect to the investment opportunity set.
If the correlation coefficient of the two securities is +1, the investment opportunity set will appear as conical shape.
There are multiple efficient portfolios that can be constructed using the same two securities.
By combining various risky assets, opportunity sets move farther to the southwestern direction.
Minimum variance portfolio shows the portfolio with the highest expected return among the investment opportunity set.
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