Question: Consider the risky portfolios with expected returns and standard deviations of returns as given in the table below. Which of the statements about the portfolios

Consider the risky portfolios with expected returns and standard deviations of returns as given in the table below. Which of the statements about the portfolios that follow is true?

Portfolio

Expected Return

Standard Deviation

A

10%

5%

B

21%

11%

C

18%

23%

D

24%

16%

Group of answer choices

Portfolio C dominates portfolio A.

Portfolio B dominates portfolio C.

Portfolio B dominates portfolio A.

Portfolio D dominates portfolio B.

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