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Consider a Treasury bill with a rate of return of 5% and the following risky securities: A: E()=0.15 with stand deviation=0.245 B: E(0)=0.12 with stand
Consider a Treasury bill with a rate of return of 5% and the following risky securities: A: E()=0.15 with stand deviation=0.245 B: E(0)=0.12 with stand deviation=0.15 C: E(r=0.11 with stand deviation=0.316 D: E()=0.11 with stand deviation=0.25 The investor must develop a complete portfolio with the risk-free asset and one of the securities mentioned above. Which security will give her the complete portfolio to achieve the best CAL? Multiple Choice Security C O Security A O O Security B O Security D
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