You Combine a Set of Assets Using Different Weights Such

Multiple Choice

You combine a set of assets using different weights such that you produce the following results.
$\begin{array}{lcc}\text { Portfolio }&\text {Expected return}&\text {standard deviatior }\\\text { A } & 98 & 11 \% \\\text { B } & 14 & 16 \\\text { C } & 12 & 13 \\\text { D } & 7 & 8 \\\text {E} & 11 & 14\end{array}$
Which one of these portfolios cannot be a Markowitz efficient portfolio?

A) A
B) B
C) C
D) D
E) E