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Business, 21.02.2020 02:45 madison6592

Consider a risky portfolio, A, with an expected rate of return of 0.15 and a standard deviation of 0.15, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve for a risk averse investor?A) E(r) = 0.15; Standard deviation = 0.20.B) E(r) = 0.15; Standard deviation = 0.10.C) E(r) = 0.10; Standard deviation = 0.10.D) E(r) = 0.20; Standard deviation = 0.15.E) E(r) = 0.10; Standard deviation = 0.20.

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