Use the following information, which describes the expected return and standard deviation for three different assets, to answer the following question. Expected return - Asset X, 9.5%; Asset Y, 8.8%; Asset Z, 9.5%. Standard deviations - Asset X, 4.9%; Asset Y, 5.5%; Asset Z, 5.5%. If an investor must choose between investing in either Asset X or Asset Z, then

Seleccione una:

a. none of the above.

b. he will be indifferent between investing in Asset X and Asset Z.

c. he will always choose Asset X over Asset Z.

d. he will always choose Asset Z over Asset X.