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Arlo is risk averse with mean variance utility and coefficient of risk aversion A=2. Which of the following portfolios would Arlo prefer? a. A risk

Arlo is risk averse with mean variance utility and coefficient of risk aversion A=2. Which of the following portfolios would Arlo prefer?

a. A risk free portfolio with return of 6%.

b. =7%,=10%

c. =10%,=20%

d. =15%,=30%

e. They all provide the same utility.

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