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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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