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Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset AE(A) = 10% A = 20% Asset B

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Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset AE(A) = 10% A = 20% Asset B E(B) = 15% OB = 27% An investor with a risk aversion of A = 6 would find that on a risk-return basis. O A. only asset A is acceptable O B. only asset B is acceptable OC. neither asset A nor asset B is acceptable OD. both asset A and asset B are acceptable

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