Problem $9-10$ Dominant Portfolios $($LG$9-6)$

Determine which one of the three portfolios dominates another. Name the dominated portfolio and the portfolio that

dominates it$.$ Portfolio Red has an expected return of $18$ percent and risk of $25$ percent. The expected return and risk of

portfolio Orange are $17$ percent and $21$ percent, and for the Green portfolio are $17$ percent and $18$ percent.

Portfolio Orange dominates portfolio Green.

Portfolio Green dominates portfolio Orange.

Portfolio Red dominates portfolio Orange.

Portfolio Red dominates portfolio Green.