Question: Tower Assets Ltd wants to analyse the risks in two assets portfolios- portfolio A and B. The firm modelled the returns from the two portfolios.

Tower Assets Ltd wants to analyse the risks in two assets portfolios- portfolio A and B. The firm modelled the returns from the two portfolios. Portfolio A has a shape parameter of - 20, while portfolio B has a shape parameter of 15. Which of the statements below is correct about the portfolios?

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