Assume that you are considering assets from the following three candidates:

The expected returns of Asset $1,$ Asset $2$ and Asset $3$ are:

$11\mathrm{.}75\%,6\mathrm{.}5\%,11\mathrm{.}25\%$

$13\mathrm{.}67\%,9,67\%,6\mathrm{.}33\%$

$12\%,6\%,11\%$

$11\mathrm{.}67\%,6\mathrm{.}67\%,11\mathrm{.}33\%$

None of the optionsAssume that you are considering assets from the following three candidates:

The expected returns of Asset $1,$ Asset $2$ and Asset $3$ are: