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%

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% 9% 8% Which of the following portfolio(s) is(are) on the efficient frontier? O The portfolio with 10 percent in A and 90 percent in B. O The portfolio with 15 percent in A and 85 percent in B. O The portfolio with 26 percent in A and 74 percent in B. O The portfolio with 20 percent in A and 80 percent in B. O A and B are both on the efficient frontier.
 State 123 45 Probability 0.10 0.20 0.20 0.30 0.20 Return on

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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