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True or False? Given the following information: would you chose to invest in POlyface if you were a mean-variance efficient investor Smithfeild Alpha of -0.02.

True or False?

Given the following information: would you chose to invest in POlyface if you were a mean-variance efficient investor

Smithfeild Alpha of -0.02. Smithfield Beta of 1.50. Smithfield R Squared of 63.00%. Smithfield Return above the risk free of 0.60%.Smithfield Standard Deviation of 1.80%.

Polyface Alpha of 0.04. Polyface Beta of 0.30. Polyface R Squared of 93.00%. Polyface Return above the risk free of 0.80%. Polyface Standard Deviation of 0.50%.

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