FRM exam level question

FRM Part I Exam Style Questions – F1B4C01 Q023

Following is the list of possible portfolio’s with their respective return and risk (SD) with at least one portfolio from the efficient frontier. Which of the following portfolio’s surely will not fall on the efficient frontier? Portfolio Return Risk Portfolio Return Risk Portfolio Return Risk A 12 8 D 13 7.5 G 6 6 B …

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