Question 30 Copy of Three securities have the characteristics described in the following table: 0.2 A B Return % Prob Return % Prob Return % Prob 8 0.2 5 0.03 9 0.15 10 7 0.03 11 0.2 12 0.2 11 0.35 13 0.25 15 0.2 14 0.4 14 0.25 18 0.2 16 0.19 18 0.15 Using geometric mean returns, which portfolio is the preferred investment? B None of the above All are equally desirable