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Consider the following four assets. Which asset is clearly a dominated asset (in Markowitz terms)? Portfolio w Y Z Expected Return 9% 5% 15% 12%

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Consider the following four assets. Which asset is clearly a "dominated asset" (in Markowitz terms)? Portfolio w Y Z Expected Return 9% 5% 15% 12% Standard Deviation 21% 7% 36% 15% N w Y

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