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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