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Which risky portfolio is chosen by a CAPM investor? A . Cannot tell, it depends on the investors risk aversion B . The tangency portfolio
Which risky portfolio is chosen by a CAPM investor?
A Cannot tell, it depends on the investors risk aversion
B The tangency portfolio
C The portfolio with maximum excepted return
D The portfolio with minimum variance
E None of the other answers
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Corporate Financial Management
Authors: Glen Arnold, James Pickford
2nd Edition
0582821762, 978-0582821767
