Question: . Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: An investor with a risk aversion of A

. Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: An investor with a risk aversion of A = 3 would find that _________________ on a risk return basis.

A. only Asset A is acceptable

B. only Asset B is acceptable

C. neither Asset A nor Asset B is acceptable

D. both Asset A and Asset B are acceptable

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