Suppose stock A has an expected return of 4% and a volatility of 20%, whereas stock B has an expected return of 7% and a volatility of 30%. Which one of the following portfolios could be on the entire economys efficient frontier?

Group of answer choices

One with expected return of 5% and a volatility of 20%

One with expected return of 5% and a volatility of 30%

One with expected return of 4% and a volatility of 25%

One with expected return of 6% and a volatility of 35%