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According to the mean-variance criterion, which one of the following investments dominates all others? a) E(r) = 0.12; Standard deviation = 24% b) E(r) =

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According to the mean-variance criterion, which one of the following investments dominates all others? a) E(r) = 0.12; Standard deviation = 24% b) E(r) = 0.13; Standard deviation = 28% c) E(r) = 0.12; Standard deviation = 28% d) E(r) = 0.13; Standard deviation = 24%

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