Question: You combine a set of assets using different weights such that you produce the following results Portfolio Expected Return 9% Standard Deviation 11% B 14%

You combine a set of assets using different weights such that you produce the following results Portfolio Expected Return 9% Standard Deviation 11% B 14% 16% 13% 12% D 7% 8% E 11% 14% Which of the above cannot be a Markowitz efficient portfolio? D

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