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Which of the following statements is (are) false? Question options: a. All mean-variance efficient portfolios are...

Which of the following statements is (are) false? Question options:

a. All mean-variance efficient portfolios are combinations of the market portfolio and the risk-free asset

b. If two mean-variance efficient portfolios are combined, the result is a mean-variance efficient portfolio

c. If the market portfolio is the tangency portfolio, then the relationship between risk and return is best described as parabolic

d. All of the above are true statements

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