Question: table [ [ Portfolio , Expected Return ( % ) , Risk ( Standard Deviation % ) ] , [ A , 8 ,

\table[[Portfolio,Expected Return (%),Risk (Standard Deviation %)],[A,8,12],[B,10,18],[C,9,15]]
Questions:
Which of these portfolios is optimal?
Are there any inefficient or negatively performing portfolios?
If you had to invest in one portfolio, which would you choose and why?
\ table [ [ Portfolio , Expected Return ( % ) ,

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