Question: The enclosed area in the graph below shows all the possible portfolios obtained by combining the given securities in different proportions (i.e., the opportunity set).

The enclosed area in the graph below shows all the possible portfolios obtained by combining the given securities in different proportions (i.e., the opportunity set).
a. Which of the portfolios (A, B, C, D, E, or F) is (are) on the efficient frontier?
b. If an investor is interested in maximizing expected returns, which should be chosen?
c. If an investor is interested in minimizing risk (as measured by standard deviation), which should bechosen?

Expected Return (%) Standard Deviation(%)

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