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Which of the following represents a portfolio that does not lie on the efficient frontier (i.e. which

portfolio is clearly dominated by another)?


Answer

a.
Portfolio B: expected return of 18% and standard deviation of 13%



b.
Portfolio A: expected return of 10% and standard deviation of 8%



c.
Portfolio C: expected return of 38% and standard deviation of 38%



d.
Portfolio D: expected return of 15% and standard deviation of 14%