Exhibit 7-5
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S)

Multiple Choice

Exhibit 7-5
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S) $\begin{array}{ccc}\text { Portiolio } & \text { Expected Return } & \text { Standard Deviation } \\\hline \text { A } & 9.8 \% & 14.0 \% \\\text { B } & 6.7 \% & 9.8 \% \\\text { C } & 11.2\%& 18.5\%\end{array}$
-Refer to Exhibit 7-5. Which of the three portfolios are most likely to be the market portfolio?

A) Portfolio A
B) Portfolio B
C) Portfolio C
D) All of the portfolios are equally likely to be the market portfolio
E) There is insufficient information to differentiate between the three portfolios