Question: Portfolio Expected Return Volatility W 15% 32% X 12% 14% Y 9% 18% Z 6% 10% Suppose investors are all mean-variance optimizers. 1. Is any

Portfolio Expected Return Volatility W 15% 32% X 12% 14% Y

Portfolio Expected Return Volatility W 15% 32% X 12% 14% Y 9% 18% Z 6% 10% Suppose investors are all mean-variance optimizers. 1. Is any portfolio (among these four portfolios) preferred (to the other three) by all investors? 2. Is any portfolio (among these four portfolios) preferred (to the other three) by some investors? 3. Is any portfolio (among these four portfolios) preferred (to the other three) by no investors

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