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You have the following data on three stocks: If you are a strict risk minimizer, you would choose Stock if it is to be held

You have the following data on three stocks:
If you are a strict risk minimizer, you would choose Stock if it is to be held in isolation
and Stock if it is to be held as part of a well-diversified portfolio.
a. B; C.
b. A;B.
c.B;A.
d. C;B.
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