Consider the following probability distribution for stocks A and B:

State	Probability	Return on Stock A	Return on Stock B
1	0.10	10%	8%
2	0.20	13%	7%
3	0.20	12%	6%
4	0.30	14%	9%
5	0.20	15%	8%

Which of the following portfolio(s) is (are) on the efficient frontier?

i) The portfolio with 20 percent in A and 80 percent in B.

ii) The portfolio with 15 percent in A and 85 percent in B.

iii) The portfolio with 26 percent in A and 74 percent in B.

iv) The portfolio with 10 percent in A and 90 percent in B.

Group of answer choices

(i)

(i) and (ii) are both on the efficient frontier.

(iii)

(iv)

(ii)