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A is located at between 16 and 14% .2 standard deviation b is located at between 16 and 14% closer to .3 standard deviation C

A is located at between 16 and 14% .2 standard deviation

b is located at between 16 and 14% closer to .3 standard deviation

C is located at 6% at .2

D is located at 6% at .3 standard deviation

If a risk averse investor had to choose one of the investments in the following diagram for his entire investment portfolio, which one would he choose?

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