Is the efficient frontier in MPT defined by maximum Sharpe ratio behavior?

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😎 Is the efficient frontier in MPT strictly defined by a maximum Sharpe ratio or is the behavior different?
🤖 The efficient frontier in Modern Portfolio Theory (MPT) is not strictly defined by a maximum Sharpe ratio. Rather, it is a set of portfolios that offer the highest expected return for a given level of risk or the lowest risk for a given level of expected return. The maximum Sharpe ratio, on the other hand, corresponds to the tangency portfolio on the efficient frontier, which is considered the optimal risky portfolio when combined with the risk-free asset. Other portfolios on the efficient frontier exhibit different risk-return trade-offs and thus different Sharpe ratios.

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