According to the Mean-Variance Criterion,which One of the Following Investments

question 59

Multiple Choice

According to the mean-variance criterion,which one of the following investments dominates all others?

• A) E(r)= 0.15;Variance = 0.20
• B) E(r)= 0.10;Variance = 0.20
• C) E(r)= 0.10;Variance = 0.25
• D) E(r)= 0.15;Variance = 0.25
• E) none of these is dominates the other alternatives.

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