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Which one of the following portfolios cannot lie on the Markowitz efficient frontier? Portfolio Expected Return Standard Deviation w 9% 21% X 15% 12% 1%

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Which one of the following portfolios cannot lie on the Markowitz efficient frontier? Portfolio Expected Return Standard Deviation w 9% 21% X 15% 12% 1% Y 7% Z 15% 36% Portfolio Z cannot lie on the efficient frontier Portfolio Y cannot lie on the efficient frontier Portfolio X cannot lle on the efficient frontier Portfolio W cannot lie on the efficient frontier

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