Consider the following probability distribution for stocks A and B: State Probability 1 0.10 2 0.20 3 0.20 4 0.30 5 0.20 Return on Stock A 10% 13% 12% 14% 15% Return on Stock B 8% 7% 6% 9% 8% min Which of the following portfolio(s) is (are) on the efficient frontier? Multiple Choice The portfolio with 10 percent in A and 90 percent in B. A and B are both on the efficient frontier. The portfolio with 26 percent in A and 74 percent in B. The portfolio with 15 percent in A and 85 percent in B