According to Modern Portfolio Theory, an efficient portfolio is one that:

a.Maximizes return without regard to risk
b.Contains only the single highest-returning asset
c.Offers the highest expected return for a given level of risk
d.Eliminates all risk entirely

Explicación

Modern Portfolio Theory, developed by Harry Markowitz, defines an efficient portfolio as one that provides the maximum expected return for a given level of risk, or the least risk for a target return. Such portfolios lie on the efficient frontier. Diversification, not a single asset, achieves this optimization.

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