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Which of the following statements is FALSE? Adding new investment opportunities allows for greater diversification...

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Which of the following statements is FALSE? Adding new investment opportunities allows for greater diversification and improves the efficient frontier e We say a portfolio is short those stocks that have negative portfolio weights e Graphically, the efficient portfolios are those on the northeast edge of the set of possible portfolios, an area which we call the efficient frontier e To arrive at the best possible set of risk and return opportunities, we should keep adding stocks until all investment opportunities are represented

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