Which of the Following Assets Cannot Lie on the Markowitz

question 12

Multiple Choice

Which of the following assets cannot lie on the Markowitz efficient frontier?

• A) Expected return = 10 percent; Standard deviation = 38 percent
• B) Expected return = 12 percent; Standard deviation = 49 percent
• C) Expected return = 9 percent; Standard deviation = 41 percent
• D) Expected return = 14 percent; Standard deviation = 51 percent
• E) All of the assets could lie on the Markowitz efficient frontier.

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A general direction in which something is developing or changing over time.

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