单选题 An investor has identified the following possible portfolios. Which portfolio lies to the right of the efficient frontier?

A、 Portfolio
B、 Expected Return
C、 Standard Deviation
D、 A
E、 18%
F、 35%
G、 B
H、 14%
I、 20%
J、 C
K、 13%
L、 24%

【正确答案】 B

【答案解析】Portfolio C must be inefficient because its risk is higher than the risk of Portfolio B and Portfolio C has a lower return.