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? $$\begin{array}{l}\begin{array} { r r r } \text { Portfolio }&\text{Expected Return }& \text { Standard Deviation } \\\hline\mathrm { W } & 9 \% & 21 \% \\\mathrm { X } & 5 \% & 7 \% \\\mathrm { Y } & 15 \% & 36 \% \\\mathrm { Z } & 12 \% & 15 \%\end{array}\end{array}$$

A) Only portfolio W cannot lie on the efficient frontier.
B) Only portfolio X cannot lie on the efficient frontier.
C) Only portfolio Y cannot lie on the efficient frontier.
D) Only portfolio Z cannot lie on the efficient frontier.
E) Cannot tell from the information given.

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