Final answer:
Without specific formulas or full calculation results, we cannot definitively determine the most efficient portfolio from the given combinations, although finance professionals would use portfolio optimization principles to determine this.
Step-by-step explanation:
The question relates to the determination of the most efficient portfolio given two investment options Portfolio A with a return of 11% and a standard deviation of 16%, and Portfolio B with a return of 6% and a standard deviation of 8%, with a correlation of -0.3 between them.
To find the most efficient portfolio, we need to assess the expected return and risk (standard deviation) of the combined portfolios in different weight configurations. Three combinations are given: 10%A/90%B, 20%A/80%B, and 30%A/70%B. The most efficient portfolio is the one that offers the highest expected return for a given level of risk, or the lowest risk for a given level of return.
Without the explicit calculation formulas and given results for these portfolios, we cannot definitively determine which option is the most efficient.
However, generally speaking, a portfolio with a negative correlation between its assets can potentially lower the overall portfolio risk. Given the information, professionals in finance would use the concept of portfolio optimization which includes calculating the expected portfolio return and the portfolio standard deviation to find the most efficient mix.