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You can borrow or invest at the risk free rate of 2%. Which of the following securities would you prefer to combine with a risk

You can borrow or invest at the risk free rate of 2%. Which of the following securities would you prefer to combine with a risk free investment?

E(r)=15% standard deviation=50%

E(r)=17% standard deviation=50%

E(r)=8% standard deviation=25%

E(r)=12% standard deviation=22%

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