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Which one of the following funds should be viewed as less attractive when held in a large, well-diversified portfolio? Fund - E[R] - Standard Deviation

Which one of the following funds should be viewed as less attractive when held in a large, well-diversified portfolio?

Fund - E[R] - Standard Deviation - Beta

ABC -10% - 35% - 1.2

XYZ -10% - 30% - 1.6

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