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You combine a set of assets using different weights such that you produce the following results. Which one of these portfolios CANNOT be a Markowitz

You combine a set of assets using different weights such that you produce the following results. Which one of these portfolios CANNOT be a Markowitz efficient portfolio?

Portfolio Expected return Standard deviation

A 9% 11%

B 14 16

C 12 13

D 7 8

E 11 14

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