Question: You have a client with a risk aversion (R A ) of 5. Based on the information below and the clients level of risk aversion,

You have a client with a risk aversion (RA) of 5. Based on the information below and the clients level of risk aversion, which portfolio would provide the highest risk-adjusted expected return?

Portfolio	Expected Return	Standard Deviation of Returns
A	11.5%	18%
B	8%	14%
C	6%	10%

Portfolio A

Portfolio B

Portfolio C

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