Asset A has an expected return of 15% and a reward-to-variability ratio of .4. Asset B has an expected return of 20% and a reward-to-variability ratio of .3. A risk-averse investor would prefer a portfolio using the risk-free asset and . Multiple Choice
asset B asset A
no risky asset
The answer cannot be determined from the data given.
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Asset A has an expected return of 15% and a reward-to-variability ratio of .4. Asset B has an expect...
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