A risk-averse investoralways prefers portfolio (choose one answer) a. with higher Sharpe ratio b. that is riskier
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Question:
A risk-averse investoralways prefers portfolio (choose one answer)
a.
with higher Sharpe ratio
b.
that is riskier
c.
with higher value of utility function
d.
with lower Sharpe ratio
e.
both A and C are true
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