Which One of the Following Portfolios Cannot Lie on the Efficient

Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz? $\begin{array}{ccc}\text { Portfolio } & \text { Expected Return } & \text { Standard Deviation } \\\text { A } & 10\% & 12\% \\\mathrm{B} & 5\%& 7\% \\\mathrm{C} & 15\% & 20\% \\\mathrm{D} & 12\% & 25 \%\end{array}$

A) Only portfolio A cannot lie on the efficient frontier.
B) Only portfolio B cannot lie on the efficient frontier.
C) Only portfolio C cannot lie on the efficient frontier.
D) Only portfolio D cannot lie on the efficient frontier.
E) Cannot be determined from the information given.

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