Question

which one of the following portfolios cannot lie on the efficient frontier as described by markowitz? portfolioexpected returnstandard deviation a 10% 12% b 5% 7% c 15% 20% d 12% 25%

Answer 1

Option a is correct. Portfolio expected return standard deviation 10% 12% cannot lie on the efficient frontier as described by Markowitz.

Although there is no such thing as the ideal investment, modern investors prioritize developing a strategy that gives large returns and relatively minimal risk. Even while this trademark today appears to be very simple, it wasn't until the second half of the 20th century that this tactic became popular.

In 1952, an economist by the name of Harry Markowitz published his dissertation on "Portfolio Selection," a work that featured insights that revolutionized the field of portfolio management and that, nearly four decades later, would win him the Nobel Prize in Economics.

His Modern Portfolio Theory (MPT) is still a well-liked investment technique since it is the philosophical opposite of conventional stock selection. If utilized properly, this portfolio management tool can produce a broad, successful investment portfolio.

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