W INTC A 0 B D E F G H 1 Sharpe Ratio 0.3973 0.4732 0.5484 0.6086 0.6401 0.6397 0.6159 0.5809 0.5433 0.5078 0.4759 W PPL 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 R(P) 1.71% 1.83% 1.95% 2.08% 2.20% 2.33% 2.45% 2.57% 2.70% 2.82% 2.94% Var(P) 0.0018096 0.0014691 0.0012481 0.0011465 0.0011645 0.0013019 0.0015588 0.0019352 0.0024310 0.0030464 0.0037812 St.Dev.(P) 4.25% 3.83% 3.53% 3.39% 3.41% 3.61% 3.95% 4.40% 4.93% 5.52% 6.15% J K B C D E F Sharpe Ratio 0.3167 0.3726 0.4282 0.4754 0.5055 0.5149 0.5064 0.4867 0.4621 0.4366 0.4125 W(A) 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 W(B) 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 R(P) 2.00% 2.14% 2.28% 2.42% 2.56% 2.70% 2.84% 2.98% 3.12% 3.26% 3.40% Var(P) 0.0036000 0.0029980 0.0025920 0.0023820 0.0023680 0.0025500 0.0029280 0.0035020 0.0042720 0.0052380 0.0064000 St. Dev. (P) 6.00% 5.48% 5.09% 4.88% 4.87% 5.05% 5.41% 5.92% 6.54% 7.24% 8.00% I J K Opportunity Set 4.00% 3.50% B 3.00% 2.50% Return 2.00% 1.50% 1.00% 0.50% 0.00% 0.00% 1.00% 2.00% 3.00% 6.00% 7.00% 8.00% 9.00% 4.00% 5.00% St. Dev. . Based on the table and graph above, which area of the table corresponds to the Efficient Frontier, blue or orange? a. Blue b. Orange C. Neither d. Both W INTC A 0 B D E F G H 1 Sharpe Ratio 0.3973 0.4732 0.5484 0.6086 0.6401 0.6397 0.6159 0.5809 0.5433 0.5078 0.4759 W PPL 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 R(P) 1.71% 1.83% 1.95% 2.08% 2.20% 2.33% 2.45% 2.57% 2.70% 2.82% 2.94% Var(P) 0.0018096 0.0014691 0.0012481 0.0011465 0.0011645 0.0013019 0.0015588 0.0019352 0.0024310 0.0030464 0.0037812 St.Dev.(P) 4.25% 3.83% 3.53% 3.39% 3.41% 3.61% 3.95% 4.40% 4.93% 5.52% 6.15% J K B C D E F Sharpe Ratio 0.3167 0.3726 0.4282 0.4754 0.5055 0.5149 0.5064 0.4867 0.4621 0.4366 0.4125 W(A) 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 W(B) 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 R(P) 2.00% 2.14% 2.28% 2.42% 2.56% 2.70% 2.84% 2.98% 3.12% 3.26% 3.40% Var(P) 0.0036000 0.0029980 0.0025920 0.0023820 0.0023680 0.0025500 0.0029280 0.0035020 0.0042720 0.0052380 0.0064000 St. Dev. (P) 6.00% 5.48% 5.09% 4.88% 4.87% 5.05% 5.41% 5.92% 6.54% 7.24% 8.00% I J K Opportunity Set 4.00% 3.50% B 3.00% 2.50% Return 2.00% 1.50% 1.00% 0.50% 0.00% 0.00% 1.00% 2.00% 3.00% 6.00% 7.00% 8.00% 9.00% 4.00% 5.00% St. Dev. . Based on the table and graph above, which area of the table corresponds to the Efficient Frontier, blue or orange? a. Blue b. Orange C. Neither d. Both