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12. If the desired return and expected returns are 18.1% and 7.9% respectively, and the standard deviation is 14.1, then the Z-stat is: A. 10.2.

12. If the desired return and expected returns are 18.1% and 7.9% respectively, and the standard deviation is 14.1, then the Z-stat is: A. 10.2. B. 143.82. C. 1.38. D. 0.72.

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