Question: Which security, A, B, or C, will provide the greatest return per unit of risk when combined with the risk-free asset with a 5 percent

Which security, A, B, or C, will provide the greatest return per unit of risk when combined with the risk-free asset with a 5 percent rate of return?

ERA = 20 percent, σA= 5 percent

ERB= 25 percent, σB= 10 percent

ERC= 30 percent, σC= 15 percent


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