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Portfolio As returns have a mean of 6% and a standard deviation of 3%. Portfolio Bs returns have a mean of 16% and a standard

Portfolio As returns have a mean of 6% and a standard deviation of 3%. Portfolio Bs returns have a mean of 16% and a standard deviation of 20%. Last, Portfolio Cs returns have a mean of 21% and a standard deviation of 28%. What is the optimal portfolio assuming you use Roys safety-first criteria with a threshold of 4%?

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