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5 pts D Question 6 Consider the following two portfolios: Stock Return Std Dev Sharpe Skewness 16.0 10 0.90 -1.34 18.0 12 0.92 -2.10 Portfolio

5 pts D Question 6 Consider the following two portfolios: Stock Return Std Dev Sharpe Skewness 16.0 10 0.90 -1.34 18.0 12 0.92 -2.10 Portfolio has higher risk-adjusted return and Portfolio has higher crash risk AB OBB

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