Question: Suppose you have mean-variance utility function with a coefficient of Risk Aversion=0.1 which stocks strictly dominate P E(r) I II P III IV Standard Deviation

Suppose you have mean-variance utility function with a coefficient of Risk

Suppose you have mean-variance utility function with a coefficient of Risk Aversion=0.1 which stocks strictly dominate P E(r) I II P III IV Standard Deviation (a) All stocks in quadrants I, II and III (b) All stocks in quadrants II and III (c) All stocks in quadrant (d) All stocks in quadrants II and I (e) All stocks in quadrants II and IV

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