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An investor will choose between Asset A with an expected return of 6.5% and a standard deviation of 5.5%, Asset B with an expected return

An investor will choose between Asset A with an expected return of 6.5% and a standard deviation of 5.5%, Asset B with an expected return of 8.8% and a standard deviation of 5.5%, and Asset C with an expected return of 8.8% and a standard deviation of 6.5%. Which one should the investor prefer?

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Asset B

Asset A

Asset C

cannot be determined

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