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Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Expected Standard Portfolio Return Deviation 10% 12% B 5%

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Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Expected Standard Portfolio Return Deviation 10% 12% B 5% 7% C 15% 20% D 12% 25% :20 Multiple Choice Cannot be determined from the information given. Only portfolio B cannot lie on the efficient frontier. Only portfolio A cannot lie on the efficient frontier. BU Prey 3 of 15 Next >

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