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What's the right answer and why. If work is needed, please show it 1. There are two stocks. Stock A has mean return of 15%

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What's the right answer and why. If work is needed, please show it

1. There are two stocks. Stock A has mean return of 15% and volatility of 24%. Stock B has mean return of 11% and volatility of 18%. By the mean-variance criterion, Stock dominates Stock . A. A, B B. B, A C. None of the stocks dominates the other one. D. Not enough information

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