Portfolio 1 has an expected return rp,1 = 0.1 and standard deviation p,1 = 0.2. Portfolio 2 has expected return rp,2 = 0.05 and standard deviation p,2 = 0.25. Depending on the value of their risk aversion coefficient, some risk averse investors may prefer portfolio 1, while other risk averse investors may prefer portfolio 2. I) True II) False