Question
Based on Markowitzs work, which of the following portfolios could not lie on the efficient frontier? a. Portfolio A: expected return of 10% and standard
Based on Markowitzs work, which of the following portfolios could not lie on the efficient frontier?
| a. Portfolio A: expected return of 10% and standard deviation of 20%. | ||
| b. Portfolio B: expected return of 18% and standard deviation of 32%. | ||
| c. Portfolio C: expected return of 14% and standard deviation of 18%. | ||
| d. Portfolio D: expected return of 9% and standard deviation of 11%. |
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The Smart Investors Survival Guide
Authors: Charles Carlson
1st Edition
0385503873, 978-0385503877
