1 pts Question 38 Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Expected Return 10% 5% 12% 15% Standard Deviation 12% 7% 20% 18% Portfolio Only portfolio B cannot lie on the efficient frontier Only portfolio A cannot lie on the efficient frontier Cannot tell from the information given. Only portfolio D cannot lie on the efficient frontier Only portfolio C cannot le on the efficient frontier