Which One of the Following Portfolios Cannot Lie on the Efficient

Multiple Choice

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

A) Only portfolio A cannot lie on the efficient frontier.
B) Only portfolio B cannot lie on the efficient frontier.
C) Only portfolio C cannot lie on the efficient frontier.
D) Only portfolio D cannot lie on the efficient frontier.
E) Cannot tell from the information given.