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 = 16 percent; Standard deviation = 62 percent
B) Expected return = 13 percent; Standard deviation = 45 percent
C) Expected return = 9 percent; Standard deviation = 36 percent
D) Expected return = 11 percent; Standard deviation = 47 percent
E) All of the assets could lie on the Markowitz efficient frontier.