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Given the information below about the risks and returns of five alternative portfolios, which do not...

  1. Given the information below about the risks and returns of five alternative portfolios, which do not

represent efficient portfolios?  You can plot them in a graph to help you make your decision.

Portfolio

Expected return

Standard deviation

A

0.05

0.00

B

0.075

0.12

C

0.075

0.05

D

0.075

0.04

E

0.05

0.05
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