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Assume we have three funds, A, B, C. Fund A follows the Dow Jones Industrial Average (it has the same composition as the Dow Jones

Assume we have three funds, A, B, C. Fund A follows the Dow Jones Industrial Average (it has the same composition as the Dow Jones Industrial Average), Fund B follows the S&P 500 and Fund C follows the NASDAQ Composite. If you have to invest in one of these funds which one will you choose? Use the Markowitz theory to justify your answer.

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