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How many of the portfolios listed below could not lie on the efficient frontier? Portfolio Return Risk X 8% 4% Y 8% 8% Z 7%

How many of the portfolios listed below could not lie on the efficient frontier?

Portfolio Return Risk
X 8% 4%
Y 8% 8%
Z 7% 4%
A 11% 8%
B 8% 7%

Group of answer choices

A. 3

B. 2

C. 1

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