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Which of the following(s) affects the composition of the optimal risky portfolio? I. Expected returns of assets II. Standard deviations of assets III. Risk-aversion IV.

Which of the following(s) affects the composition of the optimal risky portfolio?

I. Expected returns of assets

II. Standard deviations of assets

III. Risk-aversion

IV. Correlation among assets

V. Risk-free rate

A.

I, II, III, and IV

B.

I, II, and III

C.

I, II, IV, and V

D.

I, IV, and V

E.

I, II, and IV

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