Question
Portfolio Expected return Standard deviation A 18% 12% B 5% 7% C 11% 14% D 8% 20% Analyse the portfolios and make a conclusion on
| Portfolio | Expected return | Standard deviation |
| A | 18% | 12% |
| B | 5% | 7% |
| C | 11% | 14% |
| D | 8% | 20% |
Analyse the portfolios and make a conclusion on the portfolio that cannot lie on Markowitz efficient frontier. Give reasons for your argument. (9 marks
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Auditing And Systems Exam Questions And Explanations
Authors: Irvin N. Gleim
10th Edition
158194246X, 978-1581942460
