Which of the Following Assets Cannot Lie on the Markowitz

Multiple Choice

Which of the following assets cannot lie on the Markowitz efficient frontier?

A) Expected return = 10 percent; Standard deviation = 38 percent
B) Expected return = 12 percent; Standard deviation = 49 percent
C) Expected return = 9 percent; Standard deviation = 41 percent
D) Expected return = 14 percent; Standard deviation = 51 percent
E) All of the assets could lie on the Markowitz efficient frontier.