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Portfolio A has an expected return of 18% and a standard deviation of 52%. Portfolio B has an expected return of 12% and a standard

Portfolio A has an expected return of 18% and a standard deviation of 52%. Portfolio B has an expected return of 12% and a standard deviation of 23%. The risk-free rate is 5%. A risk-averse investor will prefer The answer cannot be determined from the data given. the risk-free asset O portfolio B O portfolio A

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