Question
The characteristics of four portfolios are shown below: Standard deviation Expected return % % Portfolio W 14 13 Portfolio X 26 16 Portfolio Y 15
- The characteristics of four portfolios are shown below:
|
| Standard deviation | Expected return |
|
| % | % |
| Portfolio W | 14 | 13 |
| Portfolio X | 26 | 16 |
| Portfolio Y | 15 | 11 |
| Portfolio Z | 10 | 7 |
Which portfolio would a risk-averse investor immediately reject?
A Portfolio W
B Portfolio X
C Portfolio Y
D Portfolio Z
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Pacific Economic Monitor July 2013
Authors: Asian Development Bank
1st Edition
9292541552,9292541560
