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

question 29

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 dominates the other alternatives.

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