Question

Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?

Portfolio Expected return Standard deviation
W 10% 25%
X 5% 7%
Y 17% 37%
Z 12% 13%
10 Jan 2026
Answer :
Word Count : 98
According to Markowitz, a portfolio can lie on the efficient frontier only if no other portfolio offers a higher expected return for the same or
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