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Which investment would you select if you were risk neutral? Please show work Investment Name Expected Return Standard Deviation Alpha 0.12 0.03 Beta 0.15 0.50

Which investment would you select if you were risk neutral? Please show work

Investment Name Expected Return Standard Deviation
Alpha 0.12 0.03
Beta 0.15 0.50
Sigma 0.22 0.20
Omega 0.20 0.15

Group of answer choices

Alpha

Omega

Sigma

Beta

Cannot be determined

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