According to the Markowitz portfolio theory, which of the following portfolios cannot lie on the efficient front Portfolio Expected Standard Return Deviation 10% 15% 10% 18% III 12% 18% O A Only portfolio Ill cannot lie on the efficient frontier O B. None of them can lie on the efficient frontier O C Only portfolio Il cannot lie on the efficient frontier O D. All three portfolios can lle on the efficient frontier O E. Only portfolio I cannot lie on the efficient frontier You are considering investment in two risky securities. Security 1 has an expected return of 11% and a return standa 9%. Security 2 has an expected return of 10% and a return standard deviation of 8%. The correlation coefficient of two risky securities is 0.4. What would the weights be for Security 1 and Security 2 in the minimum variance port O A.40.27% for Security 1 and 59.73% for Security 2 OB. 59.73% for Security 1 and 40.27% for Security 2 OC.84.62% for Security 1 and 15.38% for Security 2 O D.65.52% for Security 1 and 34.48% for Security 2 O E. 15.38% for Security 1 and 84.62% for Security 2 OF. 34.48% for Security 1 and 65.52% for Security 2 An investor invests 70% of his wealth in a risky asset with an expected rate of return of 0.15 and a varia and the remaining in a T-bill that pays 1%. His portfolio's expected return and standard deviation are respectively. O A.0.084; 0.095 O B. 0.108; 0.016 OC.0.105; 0.108 OD.0.116: 0.128 O E.0.108; 0.105 OF 0.016: 0.108