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A portfolio has an expected rate of return of 0.14 and a variance of 0.03. The risk-free rate is 0.02. An investor has the mean-variance

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A portfolio has an expected rate of return of 0.14 and a variance of 0.03. The risk-free rate is 0.02. An investor has the mean-variance utility function, Which value(s) of A make(s) this investor prefer the risk-free asset over the risky portfolio? Select one or more: A. 8 B. 9 C. 7 D. 10 E. 6

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