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Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset A E(rA)= 10% =20% Asset B E(rB)= 15%

Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: Asset A E(rA)= 10% =20% Asset B E(rB)= 15% =27% An investor with a risk aversion of A = 3 would find that _________________ on a risk return basis.

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