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Question 1 1 Which point of the efficient frontier will be chosen by an investor who is unaware of climate change risk, and neglects sustainability
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Which point of the efficient frontier will be chosen by an investor who is unaware of climate change risk, and neglects sustainability issues?
A The tangency portfolio
B None of the other answers
C The portfolio with minimum variance
D Cannot tell it depends on the ESG rating of the portfolio
E The portfolio with the maximum expected return
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