Which portfolio should be chosen

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The enclosed area in the graph below shows all the possible portfolios obtained by combining the given securities in different proportions (i.e., the opportunity set).
a. Which of the portfolios (A, B, C, D, E, or F) is (are) on the efficient frontier?

b. If an investor is interested in maximizing expected returns, which portfolio should be chosen?

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c. If an investor is interested in minimizing risk (as measured by standard deviation), which portfolio should be chosen?

Reference no: EM131338807

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