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Two investors create a portfolio of the risk-free asset and the market portfolio. Investor A is more riskaverse than Investor B. What can we say

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Two investors create a portfolio of the risk-free asset and the market portfolio. Investor A is more riskaverse than Investor B. What can we say about the investor preferences? I. Investor B will have a higher weight (more of its capital) invested in the risk-free asset than Investor A. II. Both investors choose the same tangency portfolio. a. Only statement 1 is correct b. Only statement II is correct c. Both statements are correct d. Both statements are false

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