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Elias will choose a portfolio from the efficient frontier formed with two risky securities X and Y. Which one (s), if any, of the following

Elias will choose a portfolio from the efficient frontier formed with two

risky securities X and Y. Which one (s), if any, of the following portfolioscannot be locatedon the efficient frontier?Why?

Portfolio Expected Return Standard Deviation of Returns

A 8% 10%

B 16% 20%

C 15% 25%

D 25% 38%

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