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There are three assets available to invest : the market portfolio with an expected return of 9%, asset X which has 1.5 times the systematic

There are three assets available to invest : the market portfolio with an expected return of 9%, asset X which has 1.5 times the systematic risk of the market and expected return of 10%, and asset Y which has a beta of 2 and expected return of 12.5%. T-bills have YTM of 5%. Based on the concepts of risk and return, which asset would you prefer to invest it.

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