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Assume that all five portfolios below lie on the efficient frontier of N-risky assets, and one among them is the tangency portfolio. Expected Return (%)

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Assume that all five portfolios below lie on the efficient frontier of N-risky assets, and one among them is the tangency portfolio. Expected Return (%) Standard Deviation (%) Portfolio A 17.0 32.0 Portfolio B 12.2 20.6 Portfolio C 9.8 10.3 Portfolio D 8.4 9.11 Portfolio E 14.2 26.4 If the risk free rate is 5%, identify the tangency portfolio. as

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