stalkey

I would imagine a tagency portfolio to min. variance frontier to have a maximum sharpe ratio.
More often than not, the line from Rf to Globally Min Var portfolio will have lesser slope than tangency portfolio. (risk reward ratio).
I’m not sure if it is mathematically possible to prove that this holds 100% of the time.
They should say globally minimum varience in the question, for answer A to be correct, I think.