Question: State 123 45 Probability 0.10 0.20 0.20 0.30 0.20 Return on Stock A 10% 13% 12% 14% 15% Return on Stock B 8% 7% 6%
Which of the following portfolio(s) is(are) on the efficient frontier? The portfolio with 10 percent in A and 90 percent in B. The portfolio with 15 percent in A and 85 percent in B. The portfolio with 26 percent in A and 74 percent in B. The portfolio with 20 percent in A and 80 percent in B. A and B are both on the efficient frontier
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