29. Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B UIAONE 0.10 10% 8% 0.20 13% 7% 0.20 12% 6% 0.30 14% 9% 0.20 15% 8% Which of the following portfolio(s) is(are) on the efficient frontier? A. The portfolio with 20 percent in A and 80 percent in B. B. The portfolio with 15 percent in A and 85 percent in B. C. The portfolio with 26 percent in A and 74 percent in B. D. The portfolio with 10 percent in A and 90 percent in B. E. A and B are both on the efficient frontier