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Which of the following assets most likely belongs to the efficient frontier? Expected return Volatility Stock A Stock B Stock C Stock D 12% 6%

Which of the following assets most likely belongs to the efficient frontier?

Expected return

Volatility

Stock A

Stock B

Stock C

Stock D

12%

6%

12%

5.5%

15%

7.5%

16%

7.5%

A and B

A

B

All on the efficient frontier

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