The efficient frontier contains portfolios that
A) have the least total risk.
B) are not dominated.
C) have the highest expected return.
D) have the highest realized return.

Question

Quizplus · Accepted Answer

The efficient frontier consists of portfolios that are not dominated, meaning for a given level of risk, there is no other portfolio that offers a higher expected return, and for a given level of expected return, there is no other portfolio that has a lower risk.

The Efficient Frontier Contains Portfolios That