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You have a client with a risk aversion (R A ) of 5. Based on the information below and the clients level of risk aversion,
You have a client with a risk aversion (RA) of 5. Based on the information below and the clients level of risk aversion, which portfolio would provide the highest risk-adjusted expected return?
| Portfolio | Expected Return | Standard Deviation of Returns |
| A | 11.5% | 18% |
| B | 8% | 14% |
| C | 6% | 10% |
| Portfolio A |
| Portfolio B |
| Portfolio C |
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Financial Management In The Public Sector Tools Applications And Cases
Authors: Xiaohu Wang
2nd Edition
0765625229, 9780765625229
