The efficient frontier of two risky assets is

Select one:

a)

the set of portfolios that have zero standard deviation.

b)

none of the choices.

c)

the portion of the investment opportunity set that represents the highest standard deviations.

d)

the portion of the investment opportunity set that includes the portfolios with the lowest standard deviation.

e)

the portion of the investment opportunity set that lies above the global minimum variance portfolio.