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Investments B and C both have the same standard deviation of 20% and have the same correlation to the market portfolio. If the expected return

Investments B and C both have the same standard deviation of 20% and have the same correlation to the market portfolio. If the expected return on B is 15% and the expected return on C is 18% the investors would: A. Prefer B to C. B. Prefer C to B. C. Reject both B and C. D. Cannot answer without knowing investor's risk preferences.

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