Assume you are able to construct any of the following diversified portfolios. Which one would be considered inefficient based on Modern Portfolio Theory: Portfolio 1: Expected returns of 5% and a standard deviation of 4% Portfolio 2: Expected returns of 20% and a standard deviation of 24% Portfolio 3: Expected returns of 15% and a standard deviation of 10% Portfolio 4: Expected returns of 9% and a standard deviation of 7% Portfolio 5: Expected returns of 2% and a standard deviation of 3% Portfolio 6: Expected returns of 10% and a standard deviation of 6%