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11. Consider the summary measures in the following table. OLB 0.7 Asset X Measure S Asset Y Portfoli 0 1 Also (Portfol 30% in X

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11. Consider the summary measures in the following table. OLB 0.7 Asset X Measure S Asset Y Portfoli 0 1 Also (Portfol 30% in X and 70% in Y io 11) 1 0.2 8 2 0.3 7 4 0.3 5 6 0.2 4 7 4.8 Expecte d Return (%) Variance 3.16 1.78 Standard deviation (%) 37.03 Coefficie nt of Variation Correlati on -0.1 A portfolio has 30% invested in Asset X and 70% invested in Asset Y. a) Fill in the chart X or b) The risk neutral investor would pick (Circle). State the criterion. Y or PORTFOLIO 1 c) A risk averse person interested in relative risk will select X or PORTFOLIO I. (Circle) State the criterion. Y or d) A risk averse person interested in absolute risk will select X or PORTFOLIO I. (Circle) State the criterion Y or or Y or e) A risk lover will select X criterion PORTFOLIO 1 Circle State the

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