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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. Both statements are false b. Only statement II is correct c. Both statements are correct d. Only statement I is correct

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