Question
Which of the following portfolios cannot lie on the Markowitz efficient frontier? Use portfolio theory to explain your answer. Portfolio Expected Return Standard Deviation Risk
Which of the following portfolios cannot lie on the Markowitz efficient frontier? Use portfolio theory to explain your answer.
| Portfolio | Expected Return | Standard Deviation | Risk Free Rate |
| I | 8% | 16% | 3% |
| II | 9% | 18% | 3% |
| III | 8.5% | 18% | 3% |
| IV | 13% | 22% | 3% |
| Market | 11% | 20% | 3% |
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Finance for Executives Managing for Value Creation
Authors: Gabriel Hawawini, Claude Viallet
4th edition
9781133169949, 538751347, 978-0538751346
