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Given the capital allocation line, an investor's optimal portfolio is the portfolio that (a)maximizes her expected profit. (b)minimizes both her risk and return. (c)maximizes her

Given the capital allocation line, an investor's optimal portfolio is the portfolio that

(a)maximizes her expected profit.

(b)minimizes both her risk and return.

(c)maximizes her expected utility.

(d)minimizes her risk.

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