Multiple Choice
Choose the portfolio from the following set that is not on the efficient frontier.
A) A: expected return of 10 percent; standard deviation of 8 percent
B) B: expected return of 18 percent; standard deviation of 13 percent
C) C: expected return of 38 percent; standard deviation of 38 percent
D) D: expected return of 15 percent; standard deviation of 14 percent
Correct Answer:

Verified
Correct Answer:
Verified
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