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Assume an investor with the following utility function: U = E() - 3/2(s2). To maximize her expected utility, she would choose the asset with an

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Assume an investor with the following utility function: U = E() - 3/2(s2). To maximize her expected utility, she would choose the asset with an expected rate of return of and a standard deviation of respectively Select one: a. 12%; 20% O b. 10%; 15% O c. 10%; 10% O d. 8%; 10%

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