Question: If Investor A has a lower risk aversion coefficient than Investor B , will Investor B ' s optimal portfolio most likely have a higher

If Investor A has a lower risk aversion coefficient than Investor B, will Investor B's optimal portfolio
most likely have a higher expected return on the capital allocation line?
A No, because Investor B has a lower risk tolerance
B No, because Investor B has a higher risk tolerance
CYes
If Investor A has a lower risk aversion coefficient than Investor

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