Question: Given the choice between two assets with expected returns of 13.5% each, the standard deviation of asset A of 15% and the standard deviation of

Given the choice between two assets with expected returns of 13.5% each, the standard deviation of asset A of 15% and the standard deviation of asset B of 16.5%, a rational investor would choose:

A. either asset.

B. asset B.

C. asset A.

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