2.5 points Save Answer The distributions of rates of return for Companies AA and BB are given below: State of the Probability of Economy This State Occurring AA BB Boom 0.2 -1096 30% Normal 0.6 5% 1096 Recession 0.2 5096 -596 We can conclude from the above information that any rational, risk-averse investor would be better off adding Security AA to a well-diversified portfolio over Security BB. True False