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Consider the case of only two positively correlated risky assets, the optimal portfolio for an investor with mean-variance utility and a risk-aversion of 5 will

Consider the case of only two positively correlated risky assets, the optimal portfolio for an investor with mean-variance utility and a risk-aversion of 5 will be

A)The minimum variance portfolio

B)The portfolio with the highest Sharpe ratio

C)The tangency portfolio

D)An equally weighted portfolio

E)None of them

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