Question: The following table contains expected return and variance for each of three stocks. It also has three different portfolios each of which has a different

  1. The following table contains expected return and variance for each of three stocks. It also has three different portfolios each of which has a different weight for each of the three stocks.
    1. Calculate expected return of each of the three portfolios
    2. Calculate portfolio variance for each of the three portfolios
    3. Can one of these portfolios be rejected because it is sub-optimal i.e. not on the efficient frontier? If so, which one and why?

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