Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?

Expected Standard Portfolio Return Deviation W 9% 21% X 5% 78 Y 15% 36% z 12% 15% Multiple Choice Only portfolio Y cannot lie on the efficient frontier. Only portfolio W cannot lie on the efficient frontier. O Cannot be determined from the information given. Only portfolio 2 cannot lie on the efficient frontier. Only portfolio X cannot lie on the efficient frontier