Portfolios with zero risk lies closest to efficient frontier

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Reference no: EM13950261

Which of the following portfolios with zero risk lies closest to the efficient frontier?

A. Return = 7.8 percent, standard deviation = 3.0

B. Return = 0 percent, standard deviation = 0

C. Return = 8 percent, standard deviation = 3.0

D. Return = 5 percent, standard deviation = 0

Reference no: EM13950261

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