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Your uncle has 100,000 SGD to invest in one fund. If he is risk neutral, which fund does he invest in? Return St. Dev China

Your uncle has 100,000 SGD to invest in one fund. If he is risk neutral, which fund does he invest in?

Return

St. Dev

China

0.21

0.45

Europe

0.12

0.32

United States

0.09

0.17

Treasury Bill

0.01

0

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