Question: Question 11 (1 point) Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset A E(A) = 10%

Question 11 (1 point) Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset A E(A) = 10% 0 A = 20% Asset B EGB) = 15% OB = 27% An investor with a risk aversion of A - 3 would find that return basis. on a risk- only asset A is acceptable only asset B is acceptable neither asset A nor asset B is acceptable both asset A and asset B are acceptable

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