Question:

Portfolio A B C D Expected return 18 5 11 8 Standard

Last updated: 12/16/2022

Portfolio A B C D Expected return 18 5 11 8 Standard

Portfolio A B C D Expected return 18 5 11 8 Standard deviation 12 7 14 20 Analyse the portfolios and make a conclusion on the portfolio that cannot lie on Markowitz efficient frontier Give reasons for your argument 9 marks