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Arisk-averse investor is choosing between several portfolios. Which portfoliowould they prefer?
A
risk-averse investor is choosing between several portfolios. Which portfolio
would they prefer?
E(r)= 20%, σ = 45%
E(r)
= 20%, σ = 45%
E(r)= 20%, σ = 40%
= 20%, σ = 40%
E(r)= 30%, σ = 45%
= 30%, σ = 45%
E(r) = 30%, σ = 40%
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