The optimal risky portfolio has 12 expected return, 18 standard deviation, and the risk free rate is 3 Which one of the following portfolios is not on the Capital Market Line (CML) a Portfolio 1 with 12 0 expected return and 18 0 standard deviation b Portfolio 2 with 3 0 expected return and 0 0 standard deviation c Portfolio 3 with 14 0 expected return and 22 0 standard deviation d Portfolio 4 with 8 0 expected return and 11 0 standard deviation e Portfolio 5 with 6 0 expected return and 6 0 standard deviation Of All of these portfolios lie on the CML O g None of these portfolios lie on the CML

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Question: The optimal risky portfolio has 12% expected return, 18% standard deviation, and the risk-free rate is 3%. Which one of the following portfolios is not

The optimal risky portfolio has 12% expected return, 18% standard deviation, and the risk-free rate is 3%. Which one of the following portfolios is not on the Capital Market Line (CML)?

a. Portfolio 1 with 12.0% expected return and 18.0% standard deviation
b. Portfolio 2 with 3.0% expected return and 0.0% standard deviation
c. Portfolio 3 with 14.0% expected return and 22.0% standard deviation
d. Portfolio 4 with 8.0% expected return and 11.0% standard deviation
e. Portfolio 5 with 6.0% expected return and 6.0% standard deviation

Of. All of these portfolios lie on the CML

O g. None of these portfolios lie on the CML.

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