Question: Portfolio Expected return Standard deviation A 18% 12% B 5% 7% C 11% 14% D 8% 20% Analyse the portfolios and make a conclusion on

Portfolio	Expected return	Standard deviation
A	18%	12%
B	5%	7%
C	11%	14%
D	8%	20%

Analyse the portfolios and make a conclusion on the portfolio that cannot lie on Markowitz efficient frontier. Give reasons for your argument. (9 marks

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