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You have a choice to invest in either portfolio A or B. Based on the values provided below, what can you say about each portfolio's

 You have a choice to invest in either portfolio A or B. Based on the values provided below, what can you say about each portfolio's risk adjusted performance? Which portfolio do you choose to invest in? Please provide rationale for your answerReturn Variance Beta SMB HML Risk free rate Portfolio A 10% 2.8% 1.5 1.2 1.8 Portfolio B 18% 2.0% 0.9 0.8 1.7 

Return Variance Beta SMB HML Risk free rate Portfolio A 10% 2.8% 1.5 1.2 1.8 Portfolio B 18% 2.0% 0.9 0.8 1.7 1%

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