2 Blackboard De Question Completion Status: > A Moving to another question will save this response. Question 10 Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? Portfolio Expected Return Standard Deviation % 12 5 96 7 % 10 A B U 0 96 % % 96 96 15 12 20 25 Excel Only portfolio A cannot lie on the efficient frontier. Cannot be determined from the information given Only portfolio C cannot lie on the efficient frontier. Only portfolio D cannot lie on the efkient frontier Only portfolio B cannot lie on the efficient frontier A Moving to another question will save this response