Portfolio Opportunity Set 40 AMZN 3. ORP SOM 2. Min. Risk 201 1. LON GOOG 0. 0.0 ODON 3.00 400 BOOK 10.00 1200 6.00 St. Der 15. On the graph above, which portfolio(s) would be considered to be efficient? A. Only portfolio AMZN B. Only portfolio ORP C. All portfolios from ORP to AMZN D. All portfolios from "Min. Risk" to "ORP" E. All portfolios from "Min. Risk" to AMZN 16. You invest $1,000 in a final combination portfolio. The final combination portfolio is composed of a risky portfolio with an expected rate of return of 12.43% and a standard deviation of 9.68% and a treasury bill with a rate of return of 2.25%. If you want your final combination portfolio to have a standard deviation of 6.5%, what proportion of it should be invested in the risky portfolio? A. 100% B. 67.15% C. 48.92% D. 34.62% E. 18.75%