Markowitz Efficient Frontier Which of the following portfolios cannot lie on the efficient frontier as described by Markowitz?
|
Portfolio |
Expected Return |
Standard Deviation |
|
|
a. |
W |
9% |
21% |
|
b. |
X |
5 |
7 |
|
c. |
Y |
15 |
36 |
|
d. |
Z |
12 |
15 |