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The risk free rate is 5%. Suppose stock A has expected return of 17% and beta of 1.2. Stock B has expected return of 24%

The risk free rate is 5%. Suppose stock A has expected return of 17% and beta of 1.2. Stock B has expected return of 24% and beta of 2.0. Which investment should be made by an investor that is already well diversified,

Stock A only

Stock B only

Based on this information, the investor is indifferent

Based on this information, we can't tell which is better

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