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The expected return for Asset N is 32%, and it has a standard deviation of 20%. The expected return for Asset M is 18%, and

The expected return for Asset N is 32%, and it has a standard deviation of 20%. The expected return for Asset M is 18%, and it has a standard deviation of 12%. Which of the following is a CORRECT statement? a)Asset N is the riskier investment of the two investments. b)Asset M is the riskier investment of the two investments.

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