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please see attached question. 1. Three independent risky assets are traded in the market. Their characteristics are described in the table below. Expected rate of

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please see attached question.

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1. Three independent risky assets are traded in the market. Their characteristics are described in the table below. Expected rate of return (lE(r)) Standard Deviation (a) B 0.2 2 C' 0.3 3 Lucy is a riskaverse investor. She is considering to construct a portfolio P1 =onA+wCOC (a) Is there a portfolio P1, such that Lucy strictly prefers P1 to B? If so, characterize the portfolio. If not, Why

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