Portfolio                 Expected return (%)             Standard deviation (%)                             1                                     10                                12                             2                                      8                                 10                             3                                     20                                18                             4                                      15                                 11                             5                                     22                                20                            6                                      18                                 15                            7                                      15                                  12

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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Which of the following portfolios constitute the efficient set:

                     Portfolio                 Expected return (%)             Standard deviation (%)

                            1                                     10                                12

                            2                                      8                                 10

                            3                                     20                                18

                            4                                      15                                 11

                            5                                     22                                20

                           6                                      18                                 15

                           7                                      15                                  12           

 

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