Question: When a bond - like liability is added to the mean - variance model the optimal asset portfolio should be expected to: Select one A

When a bond-like liability is added to the mean-variance model the optimal asset portfolio should be expected to:
Select one
A. Have a smaller allocation to bonds
B. Have a larger allocation to bonds
C. Have a larger allocation to higher yielding asset classes
D. Be nearly the same as without the liability
When a bond-like liability is added to the mean-variance model the

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