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.
Correct Answer:
Verified
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