efficient frontier and reducing standard deviation standard, following, describes, efficient, currently

wildrose

Investor A currently owns a portfolio lying on the Markowitz efficient frontier that has an expected return equal to 15% and standard deviation equal to 15%.

Investor A tells his adviser he would prefer a portfolio lying on the Markowitz efficient frontier with standard deviation equals to 10%. Which of the following most likely describes the expected return on Investor A's portfolio?

expected return will be

a) equal to 10%
b) less than 10%
c)greater than 10%