Suppose that you have the following data:

Asset 0 is the (domestic) risk-free asset, and asset weights in a portfolio are denoted as xj, where j = 0,..., 2. Which of the following portfolios is efficient, and if the portfolio is efficient, what is the investor's degree of risk aversion?
(a) x0 = 0, x1 = 0.4, x2 = 0.6
(b) x0 = 0, x1 = 0.6, x2 = 0.4
(c) x0 = 0, x1 = 0.5, x2 = 0.5
(d) x0 = 0.2, x1 = 0.4, x2 = 0.4
(e) x0 = 0.5, x1 = 0.25, x2 = 0.25
(f) x0 = -1, x1 = 1, x2 = 1
(g) x0 = 1, x1 = 0, x2 = 0
(h) x0 = 2, x1 = -0.5, x2 = -0.5

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(co)variance risks 0.03 var(1)0.04 cov(P1, 2)0.02 0.04 |cov(F/1)=0.04 varT2)=0.06