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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 |
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Alpha
Omega
Sigma
Beta
Cannot be determined
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