Question: Problem 3 Suppose the risk - free rate is ( 6 % ) . Assume you currently have no holdings and are

Problem 3 Suppose the risk-free rate is \(6\%\). Assume you currently have no holdings and are considering adding a small amount of Asset A or B. Asset A has an expected return of \(11\%\) and a standard deviation of \(15\%\). Asset B has an expected return of \(14\%\) and a standard deviation of \(16\%\). Which would you add to your portfolio?
Problem 3 Suppose the risk - free rate is \ ( 6 \

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