Question: The following table provides information on expected return (E(r p )) and standard deviation ( p ) for four portfolios: The risk-free rate is 3%.

The following table provides information on expected return (E(rp)) and standard deviation (p) for four portfolios:

The risk-free rate is 3%.

Which of the following portfolio(s) is(are) on the efficient frontier?

a.

Portfolio P.

b.

Portfolio Q.

c.

Portfolio R.

d.

Portfolio S.

e.

Both portfolios P and Q are on the efficient frontier.

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