Based on the Summary Statistics and Opportunity Set Tales above, does the portfolio 90% invested into XLU and 10% into XLB lie on the Efficient Frontier? Average Variance St. Dev. Covariance Correlation Summary Statistics XLU 0.94% 0.001883 4.34% -0.000148 -0.099433 XLB 2.11% 0.001182 3.44% Portfolio Opportunity Set Sharpe Ratio W(XLU) W(XLB) R(P) Var (P) St.Dev.(P) 0.19796 1 0 0.94% 0.001883 4.34% 0.25115 0.9 0.1 1.06% 0.001510 3.89% 0.31490 0.8 0.2 1.17% 0.001205 3.47% 0.38920 0.7 0.3 1.29% 0.000967 3.11% 0.47044 0.6 0.4 1.41% 0.000796 2.82% 0.54893 0.5 0.5 1.52% 0.000692 2.63% 0.60968 0.4 0.6 1.64% 0.000656 2.56% 0.64051 0.3 0.2 1.76% 0.000686 2.62% 0.64094 0.8 1.88% 0.000784 2.80% 0.62049 0.1 0.9 1.99% 0.000950 3.08% 0.59012 0 1 2.11% 0.001182 3.44% Rf 0.08% 02 Can not tell O No Yes Depends on your risk aversion