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Consider a risky portfolio, A, with an expected rate of return of 0.16 and a standard deviation of 0.16, that lies on a given indifference

Consider a risky portfolio, A, with an expected rate of return of 0.16 and a standard deviation of 0.16, that lies on a given indifference curve. Which one of the following portfolios might lie on the same indifference curve?

A.

E(r) = 0.15; Standard deviation = 0.20

B.

E(r) = 0.16; Standard deviation = 0.10

C.

E(r) = 0.10; Standard deviation = 0.10

D.

E(r) = 0.10; Standard deviation = 0.20

E.

E(r) = 0.20; Standard deviation = 0.15

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