The indifference curve and efficient frontier are two measures at which the optimum portfolio is said to occur at the point of tangency.
The indifference curve is the risk-return trade-off that investors are willing to make, while the efficient frontier is the best possible returns that could be expected from all possible portfolios. At the point of tangency, one has attained the optimal portfolio.
Efficient frontiers:
The efficient frontier is the set of optimal portfolios that offer the highest expected return for a defined level of risk or the lowest risk for a given level of expected return.
Therefore indifference curve and efficient frontier are two measures.
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