Portfolios is on the efficient frontier

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We construct four portfolios by investing different weights in two stocks. The expected return and STD of these portfolios are given below.

Portfolio Expected Return Standard Deviation

W 8.25% 20%

X 8.75% 15%

Y 8.5% 20%

Z 9% 15%

Which of the following portfolios is on the efficient frontier?

a. Only portfolio W is on the efficient frontier.

b. Only portfolio X is on the efficient frontier.

c. Only portfolio Y is on the efficient frontier.

d. Only portfolio Z is on the efficient frontier.

Reference no: EM131556077

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