Checked Two Dominated Portfolios

Consider these historical returns for these three assets

Domestic Foreign Other

$8\mathrm{.}3\%-1\mathrm{.}0\%-1\mathrm{.}0\%$

$8\mathrm{.}6\%4\mathrm{.}2\%18\mathrm{.}2\%$

$9\mathrm{.}3\%2\mathrm{.}8\%17\mathrm{.}3\%$

$1\mathrm{.}5\%-2\mathrm{.}0\%1\mathrm{.}5\%$

$1\mathrm{.}4\%-1\mathrm{.}1\%1\mathrm{.}4\%$

$-1\mathrm{.}0\%2\mathrm{.}3\%16\mathrm{.}8\%$

$10\mathrm{.}2\%2\mathrm{.}6\%-2\mathrm{.}0\%$

$8\mathrm{.}8\%3\mathrm{.}3\%-1\mathrm{.}1\%$

$-2\mathrm{.}0\%1\mathrm{.}5\%16\mathrm{.}3\%$

$-1\mathrm{.}1\%1\mathrm{.}4\%16\mathrm{.}6\%$

Consider the following weights $($and start with $$1,000).$

Domestic Foreign Other

Portfolio One $5\%32\%63\%$

Portfolio Two $5\%63\%32\%$

Portfolio Three $32\%5\%63\%$

Portfolio Four $32\%63\%5\%$

Portfolio Five $63\%5\%32\%$

Portfolio Six $63\%32\%5\%$

#$4$ Which portfolios are dominated?

A Portfolio One and Two

B Portfolio One and Three

C Portfolio One and Four

D Portfolio One and Five

E Portfolio One and Six

F Portfolio Two and Three

G Portfolio Two and Four

H Portfolio Two and Five

I Portfolio Two and Six

J Portfolio Three and Four

K Portfolio Three and Five

L Portfolio Three and Six

M Portfolio Four and Five

N Portfolio Four and Six

O Portfolio Five and Six