Assume you have an investment universe where only three securities are available for purchase. The standard deviation and expected return of these three securities are as follows:

	Expected Return	Standard Deviation
Security A	3%	0%
Security B	8%	20%
Security C	5%	19%

Of these three securities, which of them are located on the efficient frontier?

Group of answer choices

Securities A and C

Securities A and B

Securities B and C

All three are on the efficient frontier

None of them are on the efficient frontier