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Consider a risky portfolio, A , with an expected rate of return of 0 . 2 0 and a standard deviation of 0 . 3

Consider a risky portfolio, A, with an expected rate of return of 0.20 and a standard deviation of 0.30, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve for a risk averse investor?O a. E(r)=0.20; Standard deviation =0.35 b.E(r)=0.145; Standard deviation =0.25O c. E(r)=0.30; Standard deviation =0.30 d. E(r)=0.10; Standard deviation =0.22

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