You Combine a Set of Assets Using Different Weights Such

question 16

Multiple Choice

You combine a set of assets using different weights such that you produce the following results.
$\begin{array}{lcc}\text { Portfolio }&\text {Expected return}&\text {standard deviatior }\\\text { A } & 98 & 11 \% \\\text { B } & 14 & 16 \\\text { C } & 12 & 13 \\\text { D } & 7 & 8 \\\text {E} & 11 & 14\end{array}$
Which one of these portfolios cannot be a Markowitz efficient portfolio?

• A)A
• B)B
• C)C
• D)D
• E)E

---

Definitions:

Valium

A medication, generic name diazepam, used to treat anxiety, alcohol withdrawal, and seizures.

Zoloft

A prescription medication classified as a selective serotonin reuptake inhibitor (SSRI), used to treat depression, anxiety, and other mental health conditions.

Drowsy

Feeling sleepy and lethargic, often leading to a decreased level of consciousness and readiness to fall asleep.

Nauseated

Experiencing a sensation of unease and discomfort in the stomach with an urge to vomit.