Under modern portfolio theory, which of the following is the most efficient set?
A. Expected return 9%, Standard deviation 8
B. Expected return 9%, Standard deviation 9
C. Expected return 11%, Standard deviation 8
D. Expected return 11%, Standard deviation 9
Answer:C
Under modern portfolio theory, which of the following is the most efficient set?
A. Expected return 9%, Standard deviation 8 B. Expected return 9%, Standard deviation 9 C. Expected return 11%, Standard deviation 8 D. Expected return 11%, Standard deviation 9