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Which of the following portfolios should a risk averse investor choose? Portfolio Name (r P ) Sharpe Ratio A 20% 0.45 B 25% 0.36 C

Which of the following portfolios should a risk averse investor choose?

Portfolio Name (rP) Sharpe Ratio
A 20% 0.45
B 25% 0.36
C 10% 0.27
D 15% 0.14

Portfolio B

Portfolio D

Portfolio A

Portfolio C

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