Question
. The following table presents data on 4 investment portfolios: Portfolio Expected return (%) Standard deviation (%) 1 8 6 2 10 6 3 14
. The following table presents data on 4 investment portfolios:
| Portfolio | Expected return (%) | Standard deviation (%) |
| 1 | 8 | 6 |
| 2 | 10 | 6 |
| 3 | 14 | 12 |
| 4 | 14 | 16 |
Which of the above portfolios are certainly not efficient portfolios in Markowitz's sense. Explain why?
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Financial Markets And Institutions
Authors: Anthony Saunders, Marcia Cornett
5th Edition
0078034663, 978-0078034664
