Assume that we have three assets. The first one has expected return pi = 10% and standard deviation of return equal to 1=0.25.The second has expected return p2 = 15% and standard deviation of return equal to \(\sigma_2=0.3V. The third asset has the current value 5C) and the future value $22) Assume that the future price of the third asset will have E(S)) = 100 and /Var(${3)) = 20 In this quiz you will determine the valid range of the current price (3), such that the following condition is satisfied: (a) The third asset dominates the first asset. (b) The third asset dominates both assets. (c) No asset is dominated by another asset. Hint: First evaluate 3 = E(R)) an ) and 03 = Var(R3) for the return R3) V 5(3/5(3) 1 in dependence of 53) = What is the form of the valid range for $(3) in (a)? Select one: A. The range must be of the form (a,b) or (a, b) or (a,b). OB. The range must be of the form [a,b). OC. The range must be of the form (a,b). O D. The range must be of the form [a, b] or [a,b) or (a, b) or (a,b). Assume that we have three assets. The first one has expected return pi = 10% and standard deviation of return equal to 1=0.25.The second has expected return p2 = 15% and standard deviation of return equal to \(\sigma_2=0.3V. The third asset has the current value 5C) and the future value $22) Assume that the future price of the third asset will have E(S)) = 100 and /Var(${3)) = 20 In this quiz you will determine the valid range of the current price (3), such that the following condition is satisfied: (a) The third asset dominates the first asset. (b) The third asset dominates both assets. (c) No asset is dominated by another asset. Hint: First evaluate 3 = E(R)) an ) and 03 = Var(R3) for the return R3) V 5(3/5(3) 1 in dependence of 53) = What is the form of the valid range for $(3) in (a)? Select one: A. The range must be of the form (a,b) or (a, b) or (a,b). OB. The range must be of the form [a,b). OC. The range must be of the form (a,b). O D. The range must be of the form [a, b] or [a,b) or (a, b) or (a,b)