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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

Question 11
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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