Question: Question 1 (1 point) Saved In the mean-variance framework, what is the objective of asset allocation? To earn the highest return To have a smallest

Question 1 (1 point) Saved In the mean-variance framework, what is

Question 1 (1 point) Saved In the mean-variance framework, what is the objective of asset allocation? To earn the highest return To have a smallest volatility To earn the highest return per unit of risk (ie, a portfolio with largest Sharpe ratio)

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