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Consider a risky portfolio, A, with an expected rate of return of 0.18 and a standard deviation of 0.18, that lies on a given indifference

  1. Consider a risky portfolio, A, with an expected rate of return of 0.18 and a standard deviation of 0.18, 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 with a mean-variance utility function?

    a.

    Expected return = 0.20; Standard deviation = 0.20

    b.

    Expected return = 0.17; Standard deviation = 0.18

    c.

    Expected return = 0.18; Standard deviation = 0.25

    d.

    Expected return = 0.18; Standard deviation = 0.15

    e.

    Expected return = 0.12; Standard deviation = 0.18

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