Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Portfolio

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Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?

Portfolio Expected Return (%) Standard Deviation (%)

a. W 15 36

b. X 12 15

c. Z 5 7

d. Y 9 21

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Investments

ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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