PART TWO IMPORTANT CONCEPTUAL TOOLS LG5 LG6 P5.25 Portfolios A through J, which are listed in the following table along with their returns (rp) and risk (measured by the standard deviation, sp), represent all currently available portfo- lios in the feasible or attainable set. Portfolio Return, p Risk, Sp ABCDE 9% 8% 3% 3% 14% 10% 12% 14% 7% 11% F 11% 6% G 10% 12% H 16% 16% 5% 7% 8% 4% a. Plot the feasible, or attainable, set represented by these data on a graph showing port- folio risk, sp (x-axis), and portfolio return, re (y-axis). b. Draw the efficient frontier on the graph in part a. c. Which portfolios lie on the efficient frontier? Why do these portfolios dominate all others in the feasible set? d. How would an investor's utility function or risk-indifference curves be used with the efficient frontier to find the optimal portfolio?