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Which of the following securities would not be selected?( Hint: mark the following securities in the return-risk diagram) Security A: Expected return: 14%, Standard deviation:

Which of the following securities would not be selected?( Hint: mark the following securities in the return-risk diagram) Security

A: Expected return: 14%, Standard deviation: 14% Security

B: Expected return: 10%, Standard deviation: 12% Security

C: Expected return: 11%, Standard deviation: 10% Security

D: Expected return: 9%, Standard deviation: 0%

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