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Which of the alternatives has the lowest standard deviation? A. 1 B. 2 C. 3 D. All three alternatives have the same standard deviation.

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Which of the alternatives has the lowest standard deviation? A. 1 B. 2 C. 3 D. All three alternatives have the same standard deviation. You have been given the following return data on three assets-F, G, and H-over the period 2006-2009. Expected Return (%) Year Asset F Asset G Asset H 2006 14 18 13 2007 13 17 14 2008 12 16 15 2009 11 15 16 Using these assets, you have isolated three investment alternatives: Alternative Investment 1 100% of asset F 2 50% of asset F and 50% of asset G 3 50% of asset F and 50% of asset H

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