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14. Consider two investment plans, A and B. Their annual returns have means 65% and 36%, and standard deviations 132% and 66% respectively. Suppose one

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14. Consider two investment plans, A and B. Their annual returns have means 65% and 36%, and standard deviations 132% and 66% respectively. Suppose one wants to choose one plan and invest for 20 years. Which of the following statements is correct? a. Plan A is better because it has a bigger expected return. b. Plan B is better because it has a smaller standard deviation. c. Plan A is better because it has a higher Sharpe ratio. d. Plan B is better because it has a higher volatility-adjusted return

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