Question: Would the answer to Problem 17 change for more risk-averse or risk-tolerant investors? Explain. The correlation coefficients between pairs of stocks are as follows: Corr(

Would the answer to Problem 17 change for more risk-averse or risk-tolerant investors? Explain.
The correlation coefficients between pairs of are as follows: Corr( A, B ) = .85; Corr( A, C ) = .60; Corr( A, D ) = .45. Each stock has an of 8% and a standard deviation of 20%.

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