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How to identify an inferior ETF in a mean-variance sense out of five ETFs given previous 121-month returns. The question in the textbook is phrased,

How to identify an inferior ETF in a mean-variance sense out of five ETFs given previous 121-month returns.

The question in the textbook is phrased, "Is any of your five ETFs in the portfolio dominated (inferior in mean-variance sense) by any of the other ETFs (why?). If so, what role do the dominated assets play in your portfolio

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