Choose the portfolio from the following set that is not .on the efficient frontier F: the expected return of 15 percent; the .standard deviation of 14 percent K: the expected return of 28 percent; the .standard deviation of 28 percent A B L: the expected return of 10 percent; the .standard deviation of 8 percent C J: the expected return of 38 percent; the .standard deviation of 38 percent D