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Portfolio Expected Return (%) Standard Deviation (%) ABC 16 35 DEF 13 18 GHI 10 22 XYZ 6 9 Portfolio GHI Portfolio ABC All portfolios

Portfolio

Expected Return (%)

Standard Deviation (%)

ABC

16

35

DEF

13

18

GHI

10

22

XYZ

6

9

Portfolio GHI

Portfolio ABC

All portfolios are efficient and lie on the efficient frontier.

Portfolio DEF

Portfolio XYZ

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