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Asset A has an expected return of 15% and standard deviation of 20%.Asset B has an expected return of 20% and standard deviation of 15%.The

Asset A has an expected return of 15% and standard deviation of 20%.Asset B has an expected return of 20% and standard deviation of 15%.The riskfree rate is 5%. A risk-averse investor would prefer a portfolio using the risk-free asset and _______.

A)asset A

B)asset B

C)no risky asset

D)cannot tell from data provided

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